+201.5%
PDD vs UEC
+394.8%
-193.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.1% | -13.2% | -4.8% |
| 7D | -1.4% | +1.5% | -2.9% | -2.1% |
| 30D | -1.0% | -17.1% | +16.0% | +1.5% |
| 3M | -12.3% | -32.3% | +20.1% | -7.4% |
| 6M | -18.5% | -49.7% | +31.2% | -10.7% |
| YTD | -29.0% | -34.8% | +5.8% | -27.1% |
| 1Y | -40.7% | -37.5% | -3.2% | -39.1% |
| 3Y | -25.7% | +37.1% | -62.7% | -39.8% |
| 5Y | -3.3% | +44.3% | -47.6% | -28.8% |
| All | +201.5% | +394.8% | -193.3% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling