+484.2%
PFGC vs UEC
+617.0%
-132.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | 0.0% |
| 7D | +15.0% | -5.2% | +20.2% | +15.5% |
| 30D | +17.0% | -22.0% | +39.0% | +20.1% |
| 3M | -2.5% | -37.0% | +34.5% | +2.5% |
| 6M | +19.2% | -52.7% | +71.9% | +28.2% |
| YTD | +23.4% | -38.6% | +62.1% | +26.8% |
| 1Y | +13.9% | -44.6% | +58.4% | +17.9% |
| 3Y | +82.0% | +27.1% | +54.9% | +57.8% |
| 5Y | +128.7% | +37.9% | +90.8% | +81.1% |
| 10Y | +361.5% | +631.6% | -270.1% | +140.3% |
| All | +484.2% | +617.0% | -132.8% | +198.3% |
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 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