+619.4%
PTC vs EPAM
+1,105.1%
-485.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +20.6% | -20.9% | -5.6% |
| 7D | -0.1% | +23.0% | -23.1% | -6.0% |
| 30D | +0.8% | +51.6% | -50.8% | -10.4% |
| 3M | +39.6% | +50.8% | -11.2% | +23.4% |
| 6M | +41.5% | +51.1% | -9.7% | +24.2% |
| YTD | +11.7% | -19.1% | +30.8% | +14.4% |
| 1Y | +2.4% | +3.0% | -0.5% | -1.7% |
| 3Y | +31.9% | -31.2% | +63.1% | +34.3% |
| 5Y | +54.5% | -76.5% | +131.0% | +92.8% |
| 10Y | +342.1% | +168.4% | +173.6% | +163.4% |
| All | +619.4% | +1,105.1% | -485.7% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling