-14.8%
PNR vs UEC
+122.3%
-137.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.1% |
| 7D | -6.0% | -9.4% | +3.4% | -5.4% |
| 30D | -14.0% | -8.0% | -6.0% | -13.6% |
| 3M | -21.7% | -1.7% | -20.0% | -21.8% |
| 6M | -37.3% | -26.1% | -11.1% | -36.5% |
| YTD | -45.1% | -10.5% | -34.6% | -45.7% |
| 1Y | -49.1% | -13.3% | -35.9% | -50.0% |
| 3Y | -14.8% | +116.4% | -131.2% | -26.7% |
| All | -14.8% | +122.3% | -137.2% | -26.7% |
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 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