+106.1%
PPL vs UEC
+73.5%
+32.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.7% | -6.9% | +9.6% | +3.0% |
| 30D | +0.5% | +7.6% | -7.2% | 0.0% |
| 3M | +0.7% | -18.4% | +19.0% | +1.2% |
| 6M | -7.6% | -23.3% | +15.7% | -7.2% |
| YTD | +1.8% | -1.2% | +3.0% | +0.7% |
| 1Y | -0.8% | +2.3% | -3.1% | -2.6% |
| 3Y | +56.9% | +162.3% | -105.4% | +43.2% |
| 5Y | +39.5% | +287.2% | -247.7% | +20.8% |
| 10Y | +55.4% | +1,009.6% | -954.2% | +18.5% |
| All | +106.1% | +73.5% | +32.6% | +39.0% |
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 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