+45.2%
PL vs UEC
+168.3%
-123.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +10.1% | +4.4% | +11.6% |
| 7D | +10.9% | +1.5% | +9.4% | +10.9% |
| 30D | -16.4% | -17.1% | +0.7% | -11.4% |
| 3M | -39.9% | -32.3% | -7.6% | -33.2% |
| 6M | -63.2% | -49.7% | -13.5% | -55.8% |
| YTD | -27.1% | -34.8% | +7.6% | -18.0% |
| 1Y | +12.2% | -37.5% | +49.7% | +27.9% |
| 3Y | +584.3% | +37.1% | +547.2% | +524.0% |
| 5Y | +37.0% | +44.3% | -7.3% | +9.1% |
| All | +45.2% | +168.3% | -123.2% | +16.4% |
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