+13.4%
PFGC vs UEC
-46.3%
+59.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -4.9% | +18.4% | +13.7% |
| 7D | +13.9% | -13.8% | +27.6% | +14.6% |
| 30D | +18.4% | -23.1% | +41.5% | +19.7% |
| 3M | -2.5% | -31.5% | +29.0% | -1.0% |
| 6M | +26.0% | -51.5% | +77.5% | +30.2% |
| YTD | +21.9% | -38.4% | +60.3% | +28.1% |
| 1Y | +13.4% | -44.7% | +58.1% | +19.6% |
| All | +13.4% | -46.3% | +59.7% | +19.6% |
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 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