+47.9%
PFG vs UEC
-46.3%
+94.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.9% | +9.0% | +4.3% |
| 7D | +4.9% | -13.8% | +18.7% | +5.4% |
| 30D | +5.7% | -23.1% | +28.8% | +6.6% |
| 3M | +2.6% | -31.5% | +34.1% | +3.7% |
| 6M | +19.8% | -51.5% | +71.3% | +23.3% |
| YTD | +36.3% | -38.4% | +74.7% | +36.2% |
| 1Y | +47.9% | -44.7% | +92.6% | +48.2% |
| All | +47.9% | -46.3% | +94.2% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling