-85.4%
PSKY vs UEC
+750.5%
-835.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.6% | -4.3% |
| 7D | -24.6% | -13.9% | -10.6% | -22.6% |
| 30D | -36.1% | -22.9% | -13.2% | -33.4% |
| 3M | -54.8% | -35.8% | -19.0% | -50.2% |
| 6M | -54.8% | -35.8% | -19.0% | -50.2% |
| YTD | -54.8% | -35.8% | -19.0% | -50.2% |
| 1Y | -58.4% | -50.6% | -7.8% | -52.8% |
| 3Y | -40.7% | +57.6% | -98.2% | -45.7% |
| 5Y | -80.0% | +132.0% | -212.0% | -83.9% |
| All | -85.4% | +750.5% | -835.9% | -91.5% |
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