+9.3%
UEC vs PEGA
+1,334.2%
-1,324.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | -3.9% | +14.0% | +11.4% |
| 7D | +1.5% | -10.0% | +11.4% | +5.0% |
| 30D | -17.1% | -12.7% | -4.4% | -13.5% |
| 3M | -32.3% | -4.6% | -27.7% | -32.0% |
| 6M | -49.7% | -13.1% | -36.6% | -48.8% |
| YTD | -34.8% | -47.6% | +12.8% | -22.6% |
| 1Y | -37.5% | -47.0% | +9.5% | -26.0% |
| 3Y | +37.1% | +42.0% | -5.0% | +3.2% |
| 5Y | +44.3% | -47.8% | +92.2% | +49.7% |
| 10Y | +737.4% | +92.0% | +645.4% | +458.2% |
| All | +9.3% | +1,334.2% | -1,324.8% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling