+378.1%
PSX vs UEC
+885.8%
-507.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.5% | +1.1% |
| 7D | +1.7% | -9.4% | +11.2% | +3.1% |
| 30D | +15.6% | -8.0% | +23.6% | +16.4% |
| 3M | +46.5% | -1.7% | +48.2% | +45.4% |
| 6M | +55.0% | -26.1% | +81.2% | +57.4% |
| YTD | +105.3% | -10.5% | +115.8% | +100.3% |
| 1Y | +101.6% | -13.3% | +114.9% | +94.2% |
| 3Y | +134.1% | +116.4% | +17.8% | +82.6% |
| 5Y | +368.7% | +225.5% | +143.1% | +209.2% |
| All | +378.1% | +885.8% | -507.7% | +108.0% |
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 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