+1,025.6%
PLTR vs UEC
+156.3%
+869.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -3.0% |
| 7D | -5.3% | +2.6% | -7.9% | -5.9% |
| 30D | -1.0% | +5.6% | -6.6% | -2.5% |
| 3M | +24.8% | -5.7% | +30.5% | +24.9% |
| 6M | +8.4% | -8.0% | +16.4% | +7.2% |
| YTD | -4.2% | +1.8% | -6.0% | -7.7% |
| 1Y | +9.1% | +0.6% | +8.5% | +3.4% |
| 3Y | +1,025.6% | +155.2% | +870.4% | +681.5% |
| All | +1,025.6% | +156.3% | +869.3% | +681.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling