-14.1%
PCOR vs UEC
+109.7%
-123.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.9% | +9.9% | +1.6% |
| 7D | +23.7% | -20.5% | +44.2% | +28.1% |
| 30D | +39.0% | -35.9% | +74.9% | +48.9% |
| 3M | +35.8% | -39.6% | +75.3% | +46.1% |
| 6M | +38.2% | -55.3% | +93.5% | +54.1% |
| YTD | +3.9% | -44.5% | +48.5% | +8.4% |
| 1Y | +5.7% | -50.4% | +56.1% | +11.7% |
| 3Y | +44.8% | +12.1% | +32.7% | +16.5% |
| 5Y | -19.8% | +41.5% | -61.3% | -46.7% |
| All | -14.1% | +109.7% | -123.8% | -46.6% |
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 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