+332.2%
PLD vs UEC
+73.5%
+258.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -2.4% | -6.9% | +4.5% | -1.7% |
| 30D | -2.4% | +7.6% | -10.1% | -3.4% |
| 3M | -3.8% | -18.4% | +14.6% | -2.7% |
| 6M | 0.0% | -23.3% | +23.3% | +1.0% |
| YTD | +9.2% | -1.2% | +10.4% | +6.8% |
| 1Y | +25.9% | +2.3% | +23.6% | +21.2% |
| 3Y | +21.3% | +162.3% | -141.0% | +1.3% |
| 5Y | +14.1% | +287.2% | -273.1% | -14.0% |
| 10Y | +237.9% | +1,009.6% | -771.7% | +96.1% |
| All | +332.2% | +73.5% | +258.7% | +71.6% |
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