-41.4%
PCOR vs UEC
+274.7%
-316.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.5% | -4.3% |
| 7D | -9.0% | -6.9% | -2.0% | -7.8% |
| 30D | +4.2% | +7.6% | -3.5% | +2.5% |
| 3M | +14.4% | -18.4% | +32.8% | +17.2% |
| 6M | +0.2% | -23.3% | +23.4% | +1.9% |
| YTD | -20.3% | -1.2% | -19.1% | -24.1% |
| 1Y | -16.1% | +2.3% | -18.4% | -22.8% |
| 3Y | -14.7% | +162.3% | -177.0% | -42.9% |
| All | -41.4% | +274.7% | -316.1% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling