-7.2%
PTC vs UEC
+156.3%
-163.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.0% | -8.5% | -5.6% |
| 7D | -12.8% | +2.6% | -15.4% | -12.9% |
| 30D | -9.8% | +5.6% | -15.4% | -9.9% |
| 3M | -2.1% | -5.7% | +3.6% | -1.8% |
| 6M | -18.1% | -8.0% | -10.1% | -18.1% |
| YTD | -23.5% | +1.8% | -25.3% | -24.3% |
| 1Y | -37.4% | +0.6% | -37.9% | -38.2% |
| 3Y | -7.2% | +155.2% | -162.4% | -17.2% |
| All | -7.2% | +156.3% | -163.5% | -17.2% |
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