+161.2%
PANW vs UEC
+122.3%
+38.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | -1.8% |
| 7D | -0.8% | -9.4% | +8.7% | +0.3% |
| 30D | -14.6% | -8.0% | -6.6% | -13.9% |
| 3M | +18.3% | -1.7% | +20.0% | +18.2% |
| 6M | +100.5% | -26.1% | +126.6% | +103.9% |
| YTD | +79.5% | -10.5% | +90.0% | +77.4% |
| 1Y | +66.7% | -13.3% | +80.0% | +63.3% |
| 3Y | +161.2% | +116.4% | +44.9% | +116.7% |
| All | +161.2% | +122.3% | +38.9% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 3y: compounded portfolio wealth divided by compounded UEC 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…
3y analysis · Full analysis span regression · 6 months rolling