+116.1%
PG vs UEC
+885.8%
-769.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +1.8% |
| 7D | -0.8% | -9.4% | +8.6% | -0.5% |
| 30D | +0.8% | -8.0% | +8.8% | +1.0% |
| 3M | -1.3% | -1.7% | +0.4% | -1.5% |
| 6M | -3.8% | -26.1% | +22.3% | -3.4% |
| YTD | +3.6% | -10.5% | +14.2% | +3.1% |
| 1Y | -5.7% | -13.3% | +7.5% | -6.5% |
| 3Y | +1.6% | +116.4% | -114.8% | -5.0% |
| 5Y | +14.6% | +225.5% | -210.9% | +1.5% |
| All | +116.1% | +885.8% | -769.7% | +59.6% |
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 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