+38.8%
PYPL vs UEC
+908.7%
-869.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | -4.3% | -0.2% | -4.2% | -4.3% |
| 30D | -11.5% | +1.9% | -13.4% | -11.8% |
| 3M | +26.1% | +8.9% | +17.2% | +23.7% |
| 6M | +13.7% | -14.5% | +28.1% | +13.7% |
| YTD | -9.8% | -0.7% | -9.2% | -12.9% |
| 1Y | -22.1% | -4.1% | -18.0% | -25.5% |
| 3Y | -13.5% | +148.9% | -162.4% | -32.8% |
| 5Y | -81.6% | +300.0% | -381.6% | -87.7% |
| 10Y | +38.8% | +994.3% | -955.6% | -30.2% |
| All | +38.8% | +908.7% | -869.9% | -30.2% |
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 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