+522.0%
PENG vs UEC
+405.1%
+116.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +6.8% | +5.6% | +10.7% |
| 7D | -19.4% | -10.2% | -9.2% | -16.7% |
| 30D | -42.4% | -26.9% | -15.5% | -37.3% |
| 3M | -25.6% | -35.7% | +10.0% | -17.3% |
| 6M | +7.3% | -56.1% | +63.4% | +29.9% |
| YTD | +113.9% | -40.8% | +154.6% | +137.3% |
| 1Y | +93.6% | -43.4% | +136.9% | +115.6% |
| 3Y | +170.2% | +25.4% | +144.9% | +130.3% |
| 5Y | +44.2% | +51.1% | -6.9% | +4.3% |
| All | +522.0% | +405.1% | +116.9% | +152.7% |
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 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