+162.6%
PM vs UEC
+21.1%
+141.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.2% | +1.2% |
| 7D | +0.5% | -3.8% | +4.3% | +0.5% |
| 30D | -3.2% | -13.5% | +10.3% | -3.2% |
| 3M | +6.2% | -40.5% | +46.7% | +6.2% |
| 6M | +7.7% | -56.7% | +64.3% | +8.0% |
| YTD | +27.3% | -43.0% | +70.2% | +27.3% |
| 1Y | +32.8% | -42.5% | +75.3% | +32.7% |
| 3Y | +150.0% | +11.6% | +138.5% | +145.3% |
| All | +162.6% | +21.1% | +141.5% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling