+295.2%
PG vs UEC
+74.4%
+220.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.9% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -2.6% | +1.9% | -4.5% | -2.7% |
| 3M | -3.3% | +8.9% | -12.3% | -3.8% |
| 6M | -6.7% | -14.5% | +7.7% | -6.8% |
| YTD | +1.7% | -0.7% | +2.4% | +1.0% |
| 1Y | -7.9% | -4.1% | -3.9% | -8.8% |
| 3Y | +0.9% | +148.9% | -148.0% | -4.6% |
| 5Y | +12.6% | +300.0% | -287.4% | +2.2% |
| 10Y | +117.2% | +994.3% | -877.2% | +79.7% |
| All | +295.2% | +74.4% | +220.7% | +199.9% |
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