+713.9%
PH vs UEC
+696.7%
+17.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.8% | +1.7% |
| 7D | +2.1% | -5.2% | +7.3% | +2.8% |
| 30D | +0.3% | -22.0% | +22.3% | +3.5% |
| 3M | -8.8% | -37.0% | +28.2% | -3.5% |
| 6M | +10.0% | -52.7% | +62.8% | +19.7% |
| YTD | +10.5% | -38.6% | +49.1% | +14.0% |
| 1Y | +15.5% | -44.6% | +60.1% | +20.3% |
| 3Y | +136.4% | +27.1% | +109.2% | +103.3% |
| 5Y | +213.6% | +37.9% | +175.7% | +145.3% |
| 10Y | +713.9% | +631.6% | +82.3% | +283.4% |
| All | +713.9% | +696.7% | +17.2% | +283.4% |
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