+286.7%
PEP vs UEC
+73.5%
+213.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -1.4% | -6.9% | +5.5% | -1.2% |
| 30D | +0.2% | +7.6% | -7.4% | -0.1% |
| 3M | -1.1% | -18.4% | +17.3% | -0.7% |
| 6M | -13.5% | -23.3% | +9.8% | -13.2% |
| YTD | -1.2% | -1.2% | 0.0% | -2.0% |
| 1Y | -1.6% | +2.3% | -3.9% | -2.9% |
| 3Y | -12.5% | +162.3% | -174.8% | -18.1% |
| 5Y | +3.0% | +287.2% | -284.2% | -7.6% |
| 10Y | +73.9% | +1,009.6% | -935.7% | +40.7% |
| All | +286.7% | +73.5% | +213.2% | +188.4% |
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