+1,684.5%
PLTR vs UEC
+1,037.3%
+647.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.2% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -3.3% | +1.9% | -5.2% | -4.3% |
| 3M | +28.4% | +8.9% | +19.4% | +24.1% |
| 6M | +8.4% | -14.5% | +22.8% | +8.9% |
| YTD | -4.6% | -0.7% | -3.9% | -9.2% |
| 1Y | +4.4% | -4.1% | +8.5% | -2.1% |
| 3Y | +1,020.5% | +148.9% | +871.6% | +627.6% |
| 5Y | +548.8% | +300.0% | +248.8% | +232.8% |
| All | +1,684.5% | +1,037.3% | +647.3% | +466.9% |
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