+250.9%
PM vs UEC
+696.7%
-445.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +0.9% |
| 7D | -6.6% | -5.2% | -1.5% | -6.5% |
| 30D | -3.4% | -22.0% | +18.5% | -2.5% |
| 3M | +5.3% | -37.0% | +42.3% | +7.3% |
| 6M | +15.5% | -52.7% | +68.2% | +18.9% |
| YTD | +24.3% | -38.6% | +62.9% | +25.3% |
| 1Y | +29.7% | -44.6% | +74.3% | +31.2% |
| 3Y | +144.9% | +27.1% | +117.8% | +128.0% |
| 5Y | +159.0% | +37.9% | +121.1% | +130.1% |
| 10Y | +250.9% | +631.6% | -380.7% | +126.9% |
| All | +250.9% | +696.7% | -445.7% | +126.9% |
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