-55.9%
PCG vs UEC
+73.5%
-129.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.2% | +2.4% |
| 7D | -13.9% | -6.9% | -6.9% | -13.5% |
| 30D | -16.9% | +7.6% | -24.5% | -17.3% |
| 3M | -14.7% | -18.4% | +3.7% | -14.2% |
| 6M | -23.8% | -23.3% | -0.5% | -23.4% |
| YTD | -10.5% | -1.2% | -9.3% | -11.6% |
| 1Y | -5.1% | +2.3% | -7.4% | -7.1% |
| 3Y | -11.6% | +162.3% | -173.9% | -20.1% |
| 5Y | +59.0% | +287.2% | -228.2% | +36.2% |
| 10Y | -75.7% | +1,009.6% | -1,085.4% | -81.5% |
| All | -55.9% | +73.5% | -129.4% | -68.8% |
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