+246.1%
PWR vs UEC
+28.2%
+217.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.4% | +4.1% |
| 7D | +4.7% | +0.6% | +4.2% | +4.8% |
| 30D | -12.5% | -18.1% | +5.6% | -8.4% |
| 3M | -9.3% | -36.9% | +27.6% | -0.3% |
| 6M | -22.2% | -56.1% | +33.9% | -8.9% |
| YTD | +44.2% | -38.1% | +82.3% | +54.4% |
| 1Y | +35.5% | -41.7% | +77.2% | +46.3% |
| All | +246.1% | +28.2% | +217.9% | +203.9% |
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