+453.5%
PENG vs UEC
+373.0%
+80.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -9.9% | -13.1% | -20.6% |
| 7D | -36.7% | -20.5% | -16.2% | -32.6% |
| 30D | -42.0% | -35.9% | -6.1% | -35.1% |
| 3M | -33.2% | -39.6% | +6.4% | -24.6% |
| 6M | +2.1% | -55.3% | +57.4% | +23.2% |
| YTD | +90.3% | -44.5% | +134.8% | +114.3% |
| 1Y | +67.7% | -50.4% | +118.1% | +92.4% |
| 3Y | +154.2% | +12.1% | +142.1% | +122.0% |
| 5Y | +28.3% | +41.5% | -13.2% | -5.8% |
| All | +453.5% | +373.0% | +80.5% | +128.2% |
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 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