+358.2%
PSX vs UEC
+631.2%
-273.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.6% | +2.4% |
| 7D | +6.4% | +4.9% | +1.5% | +5.6% |
| 30D | -10.2% | -17.5% | +7.3% | -8.2% |
| 3M | +17.2% | -40.1% | +57.3% | +24.2% |
| 6M | +51.8% | -56.1% | +107.9% | +65.6% |
| YTD | +108.0% | -41.8% | +149.8% | +113.6% |
| 1Y | +96.1% | -44.8% | +140.9% | +101.7% |
| 3Y | +155.9% | +20.6% | +135.3% | +116.4% |
| 5Y | +306.9% | +24.3% | +282.6% | +213.7% |
| All | +358.2% | +631.2% | -273.0% | +111.1% |
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