+166.9%
PSLV vs UEC
+122.3%
+44.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | +1.5% |
| 7D | -3.5% | -9.4% | +6.0% | -1.2% |
| 30D | -2.1% | -8.0% | +5.9% | -0.5% |
| 3M | -1.6% | -1.7% | +0.1% | -1.8% |
| 6M | -25.5% | -26.1% | +0.7% | -21.5% |
| YTD | -11.4% | -10.5% | -0.9% | -8.4% |
| 1Y | +48.6% | -13.3% | +61.9% | +52.8% |
| 3Y | +166.9% | +116.4% | +50.5% | +138.3% |
| All | +166.9% | +122.3% | +44.5% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling