+56.6%
PPL vs UEC
+28.2%
+28.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | -1.0% | +0.6% | -1.5% | -0.9% |
| 30D | +3.0% | -18.1% | +21.1% | +3.1% |
| 3M | +1.1% | -36.9% | +38.0% | +1.2% |
| 6M | -0.8% | -56.1% | +55.3% | -0.6% |
| YTD | +3.5% | -38.1% | +41.6% | +3.6% |
| 1Y | -0.9% | -41.7% | +40.8% | -0.8% |
| All | +56.6% | +28.2% | +28.4% | +56.0% |
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 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