+31.2%
PTC vs UEC
+19.3%
+11.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.5% | +0.1% |
| 7D | -0.2% | -10.2% | +10.0% | 0.0% |
| 30D | +0.8% | -26.9% | +27.7% | +1.5% |
| 3M | +32.1% | -35.7% | +67.8% | +33.4% |
| 6M | +42.6% | -56.1% | +98.7% | +45.9% |
| YTD | +12.0% | -40.8% | +52.7% | +12.2% |
| 1Y | +12.2% | -43.4% | +55.5% | +12.4% |
| 3Y | +31.2% | +25.4% | +5.9% | +20.2% |
| All | +31.2% | +19.3% | +11.9% | +20.2% |
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