+79.3%
PR vs UEC
+157.0%
-77.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +2.9% | -6.9% | +9.8% | +3.4% |
| 30D | +18.0% | +7.6% | +10.4% | +17.2% |
| 3M | +16.9% | -18.4% | +35.2% | +18.4% |
| 6M | +28.2% | -23.3% | +51.5% | +29.5% |
| YTD | +69.3% | -1.2% | +70.5% | +64.7% |
| 1Y | +69.5% | +2.3% | +67.2% | +60.0% |
| All | +79.3% | +157.0% | -77.7% | +37.8% |
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