+69.7%
PFG vs UEC
+156.3%
-86.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.6% |
| 7D | +6.0% | +2.6% | +3.4% | +5.8% |
| 30D | +2.2% | +5.6% | -3.4% | +1.7% |
| 3M | +10.4% | -5.7% | +16.1% | +10.3% |
| 6M | +27.8% | -8.0% | +35.8% | +27.1% |
| YTD | +33.6% | +1.8% | +31.8% | +31.3% |
| 1Y | +49.3% | +0.6% | +48.7% | +45.7% |
| 3Y | +69.7% | +155.2% | -85.4% | +44.3% |
| All | +69.7% | +156.3% | -86.5% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling