+138.9%
PH vs UEC
+37.5%
+101.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.1% | -5.9% | +3.2% |
| 7D | +3.0% | +1.5% | +1.6% | +2.8% |
| 30D | -0.6% | -17.1% | +16.5% | +0.9% |
| 3M | -10.7% | -32.3% | +21.6% | -8.0% |
| 6M | +9.1% | -49.7% | +58.8% | +14.5% |
| YTD | +9.5% | -34.8% | +44.3% | +10.9% |
| 1Y | +14.0% | -37.5% | +51.6% | +15.4% |
| 3Y | +138.9% | +37.1% | +101.8% | +104.2% |
| All | +138.9% | +37.5% | +101.3% | +104.2% |
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 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