+1,831.6%
PWR vs UEC
+616.1%
+1,215.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +11.3% | -3.8% | +15.1% | +12.1% |
| 30D | -8.9% | -13.5% | +4.6% | -6.3% |
| 3M | -10.5% | -40.5% | +30.0% | -2.5% |
| 6M | -22.2% | -56.7% | +34.5% | -11.4% |
| YTD | +42.7% | -43.0% | +85.7% | +53.4% |
| 1Y | +41.1% | -42.5% | +83.7% | +51.0% |
| 3Y | +242.7% | +11.6% | +231.2% | +211.7% |
| 5Y | +418.5% | +21.8% | +396.8% | +330.2% |
| All | +1,831.6% | +616.1% | +1,215.5% | +909.8% |
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