+64.8%
PR vs UEC
+765.9%
-701.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.1% | -11.2% | -3.0% |
| 7D | -12.4% | +1.5% | -13.8% | -12.8% |
| 30D | -6.6% | -17.1% | +10.5% | -3.7% |
| 3M | +7.5% | -32.3% | +39.8% | +14.3% |
| 6M | +10.8% | -49.7% | +60.5% | +22.1% |
| YTD | +57.0% | -34.8% | +91.8% | +59.3% |
| 1Y | +67.9% | -37.5% | +105.5% | +70.1% |
| 3Y | +87.6% | +37.1% | +50.5% | +44.2% |
| 5Y | +220.4% | +44.3% | +176.0% | +124.6% |
| 10Y | +64.8% | +737.4% | -672.5% | -12.9% |
| All | +64.8% | +765.9% | -701.1% | -12.9% |
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