+107.8%
PENG vs UEC
+274.7%
-166.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.2% | +6.4% |
| 7D | +4.5% | -6.9% | +11.5% | +6.3% |
| 30D | -7.1% | +7.6% | -14.8% | -9.0% |
| 3M | -27.3% | -18.4% | -8.9% | -24.3% |
| 6M | +169.6% | -23.3% | +192.9% | +180.5% |
| YTD | +164.6% | -1.2% | +165.8% | +158.8% |
| 1Y | +109.5% | +2.3% | +107.2% | +99.1% |
| 3Y | +98.9% | +162.3% | -63.3% | +43.3% |
| All | +107.8% | +274.7% | -166.8% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling