+293.0%
PCAR vs UEC
+765.9%
-473.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.1% | -6.4% | +2.8% |
| 7D | +2.9% | +1.5% | +1.4% | +2.7% |
| 30D | -2.1% | -17.1% | +14.9% | -0.8% |
| 3M | -20.4% | -32.3% | +12.0% | -18.0% |
| 6M | -7.0% | -49.7% | +42.8% | -2.4% |
| YTD | -2.6% | -34.8% | +32.1% | -0.9% |
| 1Y | +9.8% | -37.5% | +47.3% | +11.7% |
| 3Y | +37.3% | +37.1% | +0.2% | +25.0% |
| 5Y | +116.4% | +44.3% | +72.1% | +86.2% |
| 10Y | +293.0% | +737.4% | -444.4% | +136.3% |
| All | +293.0% | +765.9% | -473.0% | +136.3% |
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