+2,177.0%
PH vs UEC
+73.5%
+2,103.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.1% | -6.9% | +3.9% | -2.3% |
| 30D | -3.2% | +7.6% | -10.9% | -4.3% |
| 3M | +10.6% | -18.4% | +29.0% | +12.1% |
| 6M | -2.1% | -23.3% | +21.1% | -0.9% |
| YTD | +10.2% | -1.2% | +11.4% | +7.7% |
| 1Y | +28.2% | +2.3% | +25.9% | +23.1% |
| 3Y | +134.9% | +162.3% | -27.4% | +93.7% |
| 5Y | +253.6% | +287.2% | -33.6% | +161.9% |
| 10Y | +804.7% | +1,009.6% | -204.9% | +426.4% |
| All | +2,177.0% | +73.5% | +2,103.5% | +1,080.7% |
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