+1,714.7%
PLTR vs UEC
+608.8%
+1,105.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | +0.4% | +0.6% | -0.1% | +0.3% |
| 30D | -17.5% | -18.1% | +0.6% | -13.2% |
| 3M | -1.5% | -36.9% | +35.5% | +9.9% |
| 6M | +25.9% | -56.1% | +82.0% | +51.8% |
| YTD | -3.0% | -38.1% | +35.1% | +3.9% |
| 1Y | -9.7% | -41.7% | +32.0% | -2.4% |
| 3Y | +776.5% | +28.2% | +748.3% | +582.0% |
| 5Y | +649.9% | +31.7% | +618.2% | +406.9% |
| All | +1,714.7% | +608.8% | +1,105.9% | +548.8% |
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