+73.2%
PR vs UEC
+19.3%
+53.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +1.4% |
| 7D | -16.4% | -10.2% | -6.2% | -15.8% |
| 30D | -1.9% | -26.9% | +25.0% | +0.1% |
| 3M | +8.0% | -35.7% | +43.6% | +10.8% |
| 6M | +4.1% | -56.1% | +60.2% | +9.8% |
| YTD | +58.7% | -40.8% | +99.5% | +59.5% |
| 1Y | +75.8% | -43.4% | +119.2% | +76.6% |
| 3Y | +73.2% | +25.4% | +47.8% | +36.4% |
| All | +73.2% | +19.3% | +53.8% | +36.4% |
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