+82.0%
PFGC vs UEC
+27.4%
+54.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.4% |
| 7D | +15.0% | -5.2% | +20.2% | +15.2% |
| 30D | +17.0% | -22.0% | +39.0% | +18.5% |
| 3M | -2.5% | -37.0% | +34.5% | -0.1% |
| 6M | +19.2% | -52.7% | +71.9% | +23.7% |
| YTD | +23.4% | -38.6% | +62.1% | +25.7% |
| 1Y | +13.9% | -44.6% | +58.4% | +16.4% |
| 3Y | +82.0% | +27.1% | +54.9% | +66.1% |
| All | +82.0% | +27.4% | +54.6% | +66.1% |
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