+167.5%
PEG vs UEC
+616.1%
-448.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.6% |
| 7D | +4.5% | -3.8% | +8.3% | +4.7% |
| 30D | +7.5% | -13.5% | +21.0% | +8.3% |
| 3M | +0.8% | -40.5% | +41.3% | +3.5% |
| 6M | 0.0% | -56.7% | +56.7% | +4.1% |
| YTD | -3.0% | -43.0% | +39.9% | -1.4% |
| 1Y | -4.7% | -42.5% | +37.8% | -3.4% |
| 3Y | +36.5% | +11.6% | +24.9% | +29.4% |
| 5Y | +44.4% | +21.8% | +22.6% | +31.7% |
| All | +167.5% | +616.1% | -448.6% | +97.7% |
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