+48.3%
PCOR vs UEC
+19.3%
+29.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.1% | -0.9% |
| 7D | +22.7% | -10.2% | +33.0% | +23.7% |
| 30D | +37.5% | -26.9% | +64.4% | +41.1% |
| 3M | +35.2% | -35.7% | +70.9% | +40.1% |
| 6M | +42.2% | -56.1% | +98.4% | +51.8% |
| YTD | +3.6% | -40.8% | +44.3% | +5.1% |
| 1Y | -4.8% | -43.4% | +38.6% | -3.1% |
| 3Y | +48.3% | +25.4% | +23.0% | +21.0% |
| All | +48.3% | +19.3% | +29.0% | +21.0% |
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