-18.3%
PCG vs UEC
+18.1%
-36.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.2% |
| 7D | +2.2% | -3.8% | +5.9% | +2.2% |
| 30D | +0.8% | -13.5% | +14.3% | +1.0% |
| 3M | -23.8% | -40.5% | +16.7% | -23.0% |
| 6M | -19.6% | -56.7% | +37.1% | -18.3% |
| YTD | -16.7% | -43.0% | +26.3% | -16.4% |
| 1Y | -19.4% | -42.5% | +23.2% | -19.3% |
| 3Y | -18.3% | +11.6% | -29.9% | -22.6% |
| All | -18.3% | +18.1% | -36.4% | -22.6% |
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 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