+140.4%
PENG vs UEC
+11.7%
+128.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -9.9% | -13.1% | -20.2% |
| 7D | -36.7% | -20.5% | -16.2% | -31.9% |
| 30D | -42.0% | -35.9% | -6.1% | -34.3% |
| 3M | -33.2% | -39.6% | +6.4% | -23.5% |
| 6M | +2.1% | -55.3% | +57.4% | +24.6% |
| YTD | +90.3% | -44.5% | +134.8% | +117.3% |
| 1Y | +67.7% | -50.4% | +118.1% | +94.7% |
| All | +140.4% | +11.7% | +128.7% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling