+99.2%
PSA vs UEC
+939.6%
-840.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.3% |
| 7D | -3.6% | -4.3% | +0.6% | -3.4% |
| 30D | -9.4% | -3.8% | -5.5% | -9.3% |
| 3M | -8.2% | +17.0% | -25.2% | -9.3% |
| 6M | -1.8% | -23.9% | +22.1% | -1.2% |
| YTD | +15.7% | -5.7% | +21.4% | +14.8% |
| 1Y | +6.3% | -12.5% | +18.8% | +5.3% |
| 3Y | +21.6% | +136.5% | -114.9% | +10.6% |
| 5Y | +13.5% | +243.3% | -229.8% | -2.5% |
| All | +99.2% | +939.6% | -840.4% | +41.2% |
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