+662.0%
PBR vs UEC
+885.8%
-223.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.3% | +0.1% |
| 7D | +5.4% | -9.4% | +14.8% | +7.2% |
| 30D | +22.9% | -8.0% | +30.9% | +24.0% |
| 3M | +19.6% | -1.7% | +21.3% | +18.5% |
| 6M | +16.5% | -26.1% | +42.6% | +18.8% |
| YTD | +86.7% | -10.5% | +97.2% | +81.2% |
| 1Y | +74.7% | -13.3% | +88.0% | +67.0% |
| 3Y | +102.6% | +116.4% | -13.8% | +47.9% |
| 5Y | +566.6% | +225.5% | +341.0% | +287.6% |
| All | +662.0% | +885.8% | -223.8% | +135.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling