+994.3%
UEC vs PEGA
+170.9%
+823.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -1.6% |
| 7D | -0.2% | -6.1% | +6.0% | +2.2% |
| 30D | +1.9% | +6.4% | -4.5% | -0.9% |
| 3M | +8.9% | +2.9% | +6.0% | +5.4% |
| 6M | -14.5% | -23.8% | +9.4% | -7.8% |
| YTD | -0.7% | -41.1% | +40.4% | +16.7% |
| 1Y | -4.1% | -38.2% | +34.2% | +9.8% |
| 3Y | +148.9% | +49.8% | +99.1% | +68.1% |
| 5Y | +300.0% | -48.0% | +348.0% | +362.8% |
| 10Y | +994.3% | +173.1% | +821.2% | +453.7% |
| All | +994.3% | +170.9% | +823.5% | +453.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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