+24.1%
PPG vs UEC
+885.8%
-861.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.9% |
| 7D | -6.2% | -9.4% | +3.2% | -5.4% |
| 30D | -7.9% | -8.0% | +0.1% | -7.4% |
| 3M | -10.2% | -1.7% | -8.5% | -10.4% |
| 6M | +2.7% | -26.1% | +28.8% | +4.4% |
| YTD | +4.9% | -10.5% | +15.4% | +4.3% |
| 1Y | -3.2% | -13.3% | +10.1% | -4.5% |
| 3Y | -17.0% | +116.4% | -133.4% | -28.0% |
| 5Y | -23.3% | +225.5% | -248.9% | -39.8% |
| All | +24.1% | +885.8% | -861.8% | -26.6% |
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