-59.8%
PCG vs UEC
+4.1%
-63.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.8% | -8.8% | -2.3% |
| 7D | -1.6% | -10.2% | +8.7% | -1.1% |
| 30D | +1.4% | -26.9% | +28.3% | +3.1% |
| 3M | -23.4% | -35.7% | +12.3% | -21.7% |
| 6M | -19.4% | -56.1% | +36.7% | -16.3% |
| YTD | -18.5% | -40.8% | +22.3% | -17.3% |
| 1Y | -19.5% | -43.4% | +23.8% | -18.4% |
| 3Y | -21.0% | +25.4% | -46.3% | -25.5% |
| 5Y | +13.7% | +51.1% | -37.4% | +2.8% |
| 10Y | -77.2% | +695.4% | -772.6% | -82.2% |
| All | -59.8% | +4.1% | -63.9% | -70.8% |
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