+292.4%
PFGC vs UEC
+994.3%
-701.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -16.0% | +1.9% | -17.9% | -16.4% |
| 3M | -4.1% | +8.9% | -13.1% | -6.1% |
| 6M | +8.7% | -14.5% | +23.2% | +8.5% |
| YTD | +6.4% | -0.7% | +7.0% | +3.2% |
| 1Y | -8.4% | -4.1% | -4.3% | -12.1% |
| 3Y | +61.8% | +148.9% | -87.2% | +26.3% |
| 5Y | +108.7% | +300.0% | -191.3% | +36.6% |
| All | +292.4% | +994.3% | -701.9% | +77.5% |
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