+2,393.1%
PWR vs UEC
+939.6%
+1,453.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.7% | -0.5% |
| 7D | -0.2% | -4.3% | +4.0% | +0.5% |
| 30D | -7.7% | -3.8% | -3.9% | -7.6% |
| 3M | -4.9% | +17.0% | -21.9% | -8.1% |
| 6M | +9.7% | -23.9% | +33.6% | +12.9% |
| YTD | +46.7% | -5.7% | +52.3% | +44.4% |
| 1Y | +58.7% | -12.5% | +71.3% | +56.2% |
| 3Y | +200.7% | +136.5% | +64.2% | +140.3% |
| 5Y | +438.6% | +243.3% | +195.2% | +275.5% |
| All | +2,393.1% | +939.6% | +1,453.5% | +1,094.0% |
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