+305.8%
UEC vs PEGA
-47.9%
+353.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.2% | +7.2% | +4.2% |
| 7D | +2.6% | -2.4% | +5.0% | +3.2% |
| 30D | +5.6% | +9.6% | -4.0% | +2.6% |
| 3M | -5.7% | +2.3% | -8.0% | -7.4% |
| 6M | -8.0% | -23.9% | +15.8% | -2.4% |
| YTD | +1.8% | -39.8% | +41.6% | +14.6% |
| 1Y | +0.6% | -37.4% | +38.0% | +11.4% |
| 3Y | +155.2% | +53.1% | +102.0% | +93.1% |
| 5Y | +305.8% | -47.2% | +353.0% | +437.9% |
| All | +305.8% | -47.9% | +353.8% | +437.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling