+62.8%
PNR vs UEC
+885.8%
-823.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.3% |
| 7D | -6.0% | -9.4% | +3.4% | -5.1% |
| 30D | -14.0% | -8.0% | -6.0% | -13.4% |
| 3M | -21.7% | -1.7% | -20.0% | -21.9% |
| 6M | -37.3% | -26.1% | -11.1% | -36.2% |
| YTD | -45.1% | -10.5% | -34.6% | -45.8% |
| 1Y | -49.1% | -13.3% | -35.9% | -50.2% |
| 3Y | -14.8% | +116.4% | -131.2% | -28.3% |
| 5Y | -21.0% | +225.5% | -246.6% | -40.6% |
| All | +62.8% | +885.8% | -823.0% | -14.0% |
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