+185.4%
PSLV vs UEC
+885.8%
-700.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | +0.9% |
| 7D | -3.5% | -9.4% | +6.0% | -2.3% |
| 30D | -2.1% | -8.0% | +5.9% | -1.3% |
| 3M | -1.6% | -1.7% | +0.1% | -1.7% |
| 6M | -25.5% | -26.1% | +0.7% | -23.2% |
| YTD | -11.4% | -10.5% | -0.9% | -10.1% |
| 1Y | +48.6% | -13.3% | +61.9% | +50.2% |
| 3Y | +166.9% | +116.4% | +50.5% | +140.8% |
| 5Y | +152.4% | +225.5% | -73.1% | +110.7% |
| All | +185.4% | +885.8% | -700.4% | +108.9% |
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