+70.4%
PCAR vs UEC
+157.0%
-86.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.5% | -6.9% | +6.4% | 0.0% |
| 30D | -6.2% | +7.6% | -13.9% | -6.8% |
| 3M | +5.9% | -18.4% | +24.3% | +6.7% |
| 6M | +0.4% | -23.3% | +23.7% | +1.1% |
| YTD | +14.8% | -1.2% | +16.0% | +14.0% |
| 1Y | +30.1% | +2.3% | +27.8% | +27.9% |
| All | +70.4% | +157.0% | -86.6% | +51.0% |
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