+476.3%
PCAR vs UEC
+4.1%
+472.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.8% | -9.2% | -3.0% |
| 7D | +0.1% | -10.2% | +10.3% | +0.9% |
| 30D | -4.6% | -26.9% | +22.4% | -2.1% |
| 3M | -22.6% | -35.7% | +13.1% | -19.9% |
| 6M | -12.0% | -56.1% | +44.2% | -6.4% |
| YTD | -6.1% | -40.8% | +34.7% | -3.5% |
| 1Y | +6.3% | -43.4% | +49.7% | +9.2% |
| 3Y | +31.8% | +25.4% | +6.4% | +20.9% |
| 5Y | +104.2% | +51.1% | +53.1% | +74.5% |
| 10Y | +302.9% | +695.4% | -392.5% | +158.8% |
| All | +476.3% | +4.1% | +472.3% | +196.7% |
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