+50.1%
PYPL vs UEC
+623.0%
-572.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | +6.1% | -18.1% | +24.2% | +8.6% |
| 3M | +1.1% | -36.9% | +38.0% | +6.8% |
| 6M | +32.7% | -56.1% | +88.8% | +45.8% |
| YTD | +2.8% | -38.1% | +40.9% | +5.2% |
| 1Y | -10.8% | -41.7% | +30.9% | -8.3% |
| 3Y | +9.8% | +28.2% | -18.4% | -6.7% |
| 5Y | -70.2% | +31.7% | -101.9% | -76.7% |
| 10Y | +50.1% | +685.9% | -635.8% | -21.7% |
| All | +50.1% | +623.0% | -572.9% | -21.7% |
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