+64.4%
PPL vs UEC
+765.9%
-701.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.1% | -10.4% | -0.8% |
| 7D | -1.2% | +1.5% | -2.7% | -1.4% |
| 30D | +4.2% | -17.1% | +21.3% | +5.1% |
| 3M | +1.5% | -32.3% | +33.8% | +3.2% |
| 6M | +1.0% | -49.7% | +50.8% | +3.9% |
| YTD | +4.4% | -34.8% | +39.2% | +5.1% |
| 1Y | +0.8% | -37.5% | +38.3% | +1.4% |
| 3Y | +56.5% | +37.1% | +19.4% | +45.8% |
| 5Y | +47.7% | +44.3% | +3.4% | +32.0% |
| 10Y | +64.4% | +737.4% | -673.0% | +16.9% |
| All | +64.4% | +765.9% | -701.5% | +16.9% |
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