+1,844.9%
PWR vs UEC
+631.2%
+1,213.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.7% | +0.8% |
| 7D | +19.1% | +4.9% | +14.1% | +18.1% |
| 30D | -12.0% | -17.5% | +5.5% | -8.8% |
| 3M | -10.6% | -40.1% | +29.6% | -2.7% |
| 6M | -20.8% | -56.1% | +35.3% | -10.1% |
| YTD | +43.7% | -41.8% | +85.5% | +53.9% |
| 1Y | +35.0% | -44.8% | +79.8% | +45.3% |
| 3Y | +249.4% | +20.6% | +228.8% | +213.7% |
| 5Y | +422.1% | +24.3% | +397.8% | +331.5% |
| All | +1,844.9% | +631.2% | +1,213.7% | +913.0% |
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