+143.2%
PM vs UEC
+37.5%
+105.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.1% | -12.5% | -2.1% |
| 7D | -7.3% | +1.5% | -8.7% | -7.2% |
| 30D | -4.0% | -17.1% | +13.1% | -4.4% |
| 3M | +2.7% | -32.3% | +35.1% | +1.9% |
| 6M | +14.9% | -49.7% | +64.6% | +13.9% |
| YTD | +23.5% | -34.8% | +58.3% | +23.5% |
| 1Y | +30.4% | -37.5% | +67.9% | +30.3% |
| 3Y | +143.2% | +37.1% | +106.2% | +148.9% |
| All | +143.2% | +37.5% | +105.7% | +148.9% |
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 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