+142.5%
PH vs UEC
+151.4%
-8.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.1% | -6.9% | +3.9% | -2.5% |
| 30D | -3.2% | +7.6% | -10.9% | -4.1% |
| 3M | +10.6% | -18.4% | +29.0% | +11.7% |
| 6M | -2.1% | -23.3% | +21.1% | -1.3% |
| YTD | +10.2% | -1.2% | +11.4% | +7.8% |
| 1Y | +28.2% | +2.3% | +25.9% | +22.9% |
| All | +142.5% | +151.4% | -8.9% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling