-46.0%
PSKY vs UEC
+73.5%
-119.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -0.2% | -6.9% | +6.8% | +0.6% |
| 30D | +24.0% | +7.6% | +16.3% | +22.7% |
| 3M | +2.2% | -18.4% | +20.6% | +3.7% |
| 6M | -9.0% | -23.3% | +14.3% | -7.9% |
| YTD | -18.1% | -1.2% | -16.9% | -20.1% |
| 1Y | -25.1% | +2.3% | -27.4% | -28.1% |
| 3Y | -16.3% | +162.3% | -178.6% | -31.0% |
| 5Y | -70.4% | +287.2% | -357.6% | -77.9% |
| 10Y | -74.2% | +1,009.6% | -1,083.8% | -85.0% |
| All | -46.0% | +73.5% | -119.6% | -73.0% |
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