-14.4%
PCOR vs UEC
+123.9%
-138.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.1% | -1.5% |
| 7D | +22.7% | -10.2% | +33.0% | +24.6% |
| 30D | +37.5% | -26.9% | +64.4% | +44.1% |
| 3M | +35.2% | -35.7% | +70.9% | +44.0% |
| 6M | +42.2% | -56.1% | +98.4% | +59.4% |
| YTD | +3.6% | -40.8% | +44.3% | +6.8% |
| 1Y | -4.8% | -43.4% | +38.6% | -1.6% |
| 3Y | +48.3% | +25.4% | +23.0% | +16.8% |
| 5Y | -20.1% | +51.1% | -71.2% | -47.5% |
| All | -14.4% | +123.9% | -138.3% | -47.4% |
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