+604.7%
PCAR vs UEC
+73.5%
+531.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.5% | -6.9% | +6.4% | +0.1% |
| 30D | -6.2% | +7.6% | -13.9% | -7.0% |
| 3M | +5.9% | -18.4% | +24.3% | +7.1% |
| 6M | +0.4% | -23.3% | +23.7% | +1.5% |
| YTD | +14.8% | -1.2% | +16.0% | +13.0% |
| 1Y | +30.1% | +2.3% | +27.8% | +26.3% |
| 3Y | +66.7% | +162.3% | -95.6% | +43.0% |
| 5Y | +166.1% | +287.2% | -121.1% | +107.9% |
| 10Y | +353.7% | +1,009.6% | -655.9% | +183.4% |
| All | +604.7% | +73.5% | +531.2% | +247.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling