-18.7%
PCOR vs UEC
+41.6%
-60.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.1% | -8.6% | -0.2% |
| 7D | +22.2% | +1.5% | +20.7% | +21.5% |
| 30D | +36.0% | -17.1% | +53.1% | +39.6% |
| 3M | +34.0% | -32.3% | +66.3% | +41.7% |
| 6M | +43.5% | -49.7% | +93.2% | +57.4% |
| YTD | +5.1% | -34.8% | +39.9% | +6.6% |
| 1Y | -3.9% | -37.5% | +33.6% | -2.5% |
| 3Y | +52.9% | +37.1% | +15.9% | +16.0% |
| 5Y | -18.7% | +44.3% | -63.0% | -49.3% |
| All | -18.7% | +41.6% | -60.3% | -49.3% |
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