+419.1%
PFGC vs UEC
+1,054.0%
-634.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -2.2% | -6.9% | +4.7% | -1.3% |
| 30D | -11.9% | +7.6% | -19.6% | -13.0% |
| 3M | +5.0% | -18.4% | +23.4% | +6.5% |
| 6M | +8.6% | -23.3% | +31.9% | +10.0% |
| YTD | +9.7% | -1.2% | +10.9% | +6.8% |
| 1Y | -6.3% | +2.3% | -8.6% | -10.6% |
| 3Y | +58.2% | +162.3% | -104.1% | +24.8% |
| 5Y | +110.4% | +287.2% | -176.8% | +43.7% |
| 10Y | +272.8% | +1,009.6% | -736.9% | +84.1% |
| All | +419.1% | +1,054.0% | -634.9% | +151.2% |
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