+198.3%
PTC vs UEC
+908.7%
-710.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.8% | -3.0% |
| 7D | -13.6% | -0.2% | -13.4% | -13.6% |
| 30D | -14.7% | +1.9% | -16.6% | -15.0% |
| 3M | -5.9% | +8.9% | -14.8% | -7.6% |
| 6M | -21.1% | -14.5% | -6.7% | -21.4% |
| YTD | -26.0% | -0.7% | -25.3% | -28.2% |
| 1Y | -36.8% | -4.1% | -32.8% | -39.2% |
| 3Y | -10.3% | +148.9% | -159.2% | -27.3% |
| 5Y | +1.2% | +300.0% | -298.8% | -28.4% |
| 10Y | +198.3% | +994.3% | -796.1% | +62.5% |
| All | +198.3% | +908.7% | -710.4% | +62.5% |
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