+301.0%
PEP vs UEC
-2.6%
+303.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.9% | +10.1% | +0.5% |
| 7D | +6.7% | -20.5% | +27.2% | +7.4% |
| 30D | +13.5% | -35.9% | +49.4% | +15.1% |
| 3M | +3.9% | -39.6% | +43.5% | +5.4% |
| 6M | -6.0% | -55.3% | +49.3% | -4.0% |
| YTD | +2.5% | -44.5% | +47.0% | +3.5% |
| 1Y | +3.9% | -50.4% | +54.4% | +5.2% |
| 3Y | -4.7% | +12.1% | -16.8% | -8.1% |
| 5Y | +1.1% | +41.5% | -40.4% | -5.8% |
| 10Y | +83.8% | +644.8% | -561.0% | +50.6% |
| All | +301.0% | -2.6% | +303.6% | +204.4% |
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