+65.6%
UEC vs PEGA
+1,619.6%
-1,554.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | -6.9% | +3.3% | -10.2% | -8.0% |
| 30D | +7.6% | +17.7% | -10.1% | +1.5% |
| 3M | -18.4% | +5.8% | -24.2% | -21.2% |
| 6M | -23.3% | -20.3% | -3.0% | -19.4% |
| YTD | -1.2% | -37.1% | +35.9% | +11.1% |
| 1Y | +2.3% | -30.2% | +32.5% | +10.2% |
| 3Y | +162.3% | +48.1% | +114.2% | +96.2% |
| 5Y | +287.2% | -46.8% | +334.0% | +304.5% |
| 10Y | +1,009.6% | +191.3% | +818.3% | +550.5% |
| All | +65.6% | +1,619.6% | -1,554.1% | -46.0% |
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