+26.8%
PL vs UEC
+143.7%
-116.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +6.8% | +3.6% | +8.5% |
| 7D | -6.8% | -10.2% | +3.4% | -3.7% |
| 30D | -29.3% | -26.9% | -2.4% | -22.6% |
| 3M | -44.8% | -35.7% | -9.1% | -37.7% |
| 6M | -68.4% | -56.1% | -12.3% | -60.7% |
| YTD | -36.4% | -40.8% | +4.4% | -26.6% |
| 1Y | +0.7% | -43.4% | +44.1% | +17.9% |
| 3Y | +455.3% | +25.4% | +429.9% | +418.9% |
| 5Y | +22.7% | +51.1% | -28.4% | +0.3% |
| All | +26.8% | +143.7% | -116.9% | +4.3% |
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