+44.8%
PL vs UEC
+154.6%
-109.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +13.4% | +0.6% | +12.8% | +13.6% |
| 30D | -10.2% | -18.1% | +8.0% | -4.6% |
| 3M | -39.5% | -36.9% | -2.6% | -31.4% |
| 6M | -65.7% | -56.1% | -9.6% | -57.4% |
| YTD | -27.3% | -38.1% | +10.8% | -17.0% |
| 1Y | +15.0% | -41.7% | +56.7% | +33.4% |
| 3Y | +560.8% | +28.2% | +532.6% | +513.0% |
| 5Y | +38.4% | +31.7% | +6.7% | +11.9% |
| All | +44.8% | +154.6% | -109.7% | +17.8% |
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