+241.4%
PFG vs UEC
+908.7%
-667.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.6% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +0.9% | +1.9% | -1.0% | +0.4% |
| 3M | +7.7% | +8.9% | -1.2% | +5.6% |
| 6M | +29.0% | -14.5% | +43.4% | +28.7% |
| YTD | +32.5% | -0.7% | +33.1% | +28.6% |
| 1Y | +47.3% | -4.1% | +51.4% | +41.7% |
| 3Y | +68.2% | +148.9% | -80.7% | +34.1% |
| 5Y | +108.5% | +300.0% | -191.5% | +41.4% |
| 10Y | +241.4% | +994.3% | -753.0% | +61.7% |
| All | +241.4% | +908.7% | -667.3% | +61.7% |
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