+113.1%
PPL vs UEC
-2.6%
+115.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.9% | +10.7% | +1.3% |
| 7D | +1.0% | -20.5% | +21.5% | +2.1% |
| 30D | +6.8% | -35.9% | +42.7% | +9.0% |
| 3M | +3.9% | -39.6% | +43.4% | +6.1% |
| 6M | -2.0% | -55.3% | +53.3% | +1.1% |
| YTD | +5.3% | -44.5% | +49.8% | +6.9% |
| 1Y | +2.2% | -50.4% | +52.6% | +4.1% |
| 3Y | +56.7% | +12.1% | +44.6% | +49.4% |
| 5Y | +49.1% | +41.5% | +7.6% | +36.1% |
| 10Y | +63.6% | +644.8% | -581.2% | +27.2% |
| All | +113.1% | -2.6% | +115.7% | +47.6% |
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