+361.0%
PPG vs UEC
+74.4%
+286.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.1% |
| 7D | -3.7% | -0.2% | -3.6% | -3.7% |
| 30D | -7.2% | +1.9% | -9.1% | -7.5% |
| 3M | -7.3% | +8.9% | -16.3% | -8.3% |
| 6M | +0.3% | -14.5% | +14.7% | +0.6% |
| YTD | +6.5% | -0.7% | +7.2% | +5.1% |
| 1Y | +0.5% | -4.1% | +4.6% | -1.4% |
| 3Y | -15.3% | +148.9% | -164.2% | -25.7% |
| 5Y | -22.9% | +300.0% | -322.9% | -38.1% |
| 10Y | +28.4% | +994.3% | -965.9% | -14.3% |
| All | +361.0% | +74.4% | +286.6% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling