+115.2%
PCAR vs UEC
+21.1%
+94.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +4.9% | -3.8% | +8.7% | +5.2% |
| 30D | -1.4% | -13.5% | +12.1% | -0.5% |
| 3M | -18.1% | -40.5% | +22.3% | -15.2% |
| 6M | -4.0% | -56.7% | +52.7% | +1.2% |
| YTD | -1.5% | -43.0% | +41.5% | +1.2% |
| 1Y | +13.2% | -42.5% | +55.7% | +15.8% |
| 3Y | +35.8% | +11.6% | +24.2% | +26.9% |
| All | +115.2% | +21.1% | +94.1% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling