+39.5%
PL vs UEC
+134.5%
-95.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.1% |
| 7D | +10.0% | -3.8% | +13.8% | +11.4% |
| 30D | -2.3% | -13.5% | +11.2% | +2.3% |
| 3M | -44.2% | -40.5% | -3.7% | -35.6% |
| 6M | -66.1% | -56.7% | -9.4% | -57.6% |
| YTD | -30.0% | -43.0% | +13.0% | -18.2% |
| 1Y | +21.0% | -42.5% | +63.6% | +41.6% |
| 3Y | +516.5% | +11.6% | +505.0% | +491.6% |
| 5Y | +32.0% | +21.8% | +10.3% | +9.2% |
| All | +39.5% | +134.5% | -95.0% | +16.1% |
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 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