+80.3%
PEP vs UEC
+765.9%
-685.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.1% | -9.7% | 0.0% |
| 7D | +1.0% | +1.5% | -0.4% | +0.9% |
| 30D | +12.6% | -17.1% | +29.7% | +13.3% |
| 3M | +3.1% | -32.3% | +35.5% | +4.4% |
| 6M | -6.3% | -49.7% | +43.5% | -4.4% |
| YTD | +1.9% | -34.8% | +36.6% | +2.3% |
| 1Y | +3.3% | -37.5% | +40.8% | +3.6% |
| 3Y | -4.8% | +37.1% | -41.9% | -10.4% |
| 5Y | +2.0% | +44.3% | -42.3% | -7.5% |
| 10Y | +80.3% | +737.4% | -657.0% | +24.8% |
| All | +80.3% | +765.9% | -685.6% | +24.8% |
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