-76.7%
PCG vs UEC
+765.9%
-842.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.1% | -8.8% | +0.4% |
| 7D | -1.1% | +1.5% | -2.5% | -1.3% |
| 30D | +0.1% | -17.1% | +17.2% | +1.5% |
| 3M | -24.4% | -32.3% | +7.9% | -22.1% |
| 6M | -17.7% | -49.7% | +32.1% | -13.6% |
| YTD | -17.4% | -34.8% | +17.3% | -16.5% |
| 1Y | -19.4% | -37.5% | +18.2% | -18.5% |
| 3Y | -18.6% | +37.1% | -55.6% | -27.7% |
| 5Y | +10.2% | +44.3% | -34.1% | -8.5% |
| 10Y | -76.7% | +737.4% | -814.1% | -86.4% |
| All | -76.7% | +765.9% | -842.6% | -86.4% |
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