+147.8%
PR vs UEC
+764.0%
-616.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.9% | +5.0% | -3.0% |
| 7D | -16.5% | -20.5% | +3.9% | -13.0% |
| 30D | -4.5% | -35.9% | +31.4% | +3.1% |
| 3M | +8.5% | -39.6% | +48.1% | +17.6% |
| 6M | -3.3% | -55.3% | +52.0% | +8.3% |
| YTD | +55.7% | -44.5% | +100.2% | +63.0% |
| 1Y | +82.0% | -50.4% | +132.5% | +92.8% |
| 3Y | +62.5% | +12.1% | +50.3% | +32.1% |
| 5Y | +223.9% | +41.5% | +182.4% | +134.0% |
| 10Y | +64.2% | +644.8% | -580.6% | -2.4% |
| All | +147.8% | +764.0% | -616.2% | +48.1% |
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