+51.4%
PYPL vs UEC
+742.3%
-691.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +2.7% | -6.9% | +9.6% | +3.6% |
| 30D | -4.9% | +7.6% | -12.5% | -6.0% |
| 3M | +28.9% | -18.4% | +47.3% | +31.2% |
| 6M | +18.2% | -23.3% | +41.5% | +19.9% |
| YTD | -5.0% | -1.2% | -3.8% | -8.1% |
| 1Y | -18.8% | +2.3% | -21.1% | -23.0% |
| 3Y | -12.6% | +162.3% | -174.9% | -32.0% |
| 5Y | -80.8% | +287.2% | -368.0% | -86.8% |
| 10Y | +49.9% | +1,009.6% | -959.7% | -24.3% |
| All | +51.4% | +742.3% | -691.0% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling