+247.8%
PFG vs UEC
+8.7%
+239.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.2% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | +6.4% | -18.1% | +24.5% | +8.6% |
| 3M | +2.2% | -36.9% | +39.2% | +7.3% |
| 6M | +16.3% | -56.1% | +72.4% | +26.1% |
| YTD | +33.2% | -38.1% | +71.3% | +36.5% |
| 1Y | +40.6% | -41.7% | +82.3% | +44.5% |
| 3Y | +83.3% | +28.2% | +55.2% | +61.2% |
| 5Y | +97.7% | +31.7% | +66.0% | +61.5% |
| 10Y | +189.9% | +685.9% | -496.0% | +59.6% |
| All | +247.8% | +8.7% | +239.1% | +53.6% |
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