+3.7%
UEC vs PEGA
+1,346.1%
-1,342.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +0.6% | -8.6% | +9.2% | +3.5% |
| 30D | -18.1% | -10.1% | -8.0% | -15.5% |
| 3M | -36.9% | -4.7% | -32.2% | -36.6% |
| 6M | -56.1% | -8.0% | -48.1% | -56.1% |
| YTD | -38.1% | -47.1% | +9.0% | -26.8% |
| 1Y | -41.7% | -47.5% | +5.8% | -30.8% |
| 3Y | +28.2% | +40.2% | -12.1% | -3.0% |
| 5Y | +31.7% | -45.7% | +77.4% | +34.6% |
| 10Y | +685.9% | +85.1% | +600.8% | +430.3% |
| All | +3.7% | +1,346.1% | -1,342.4% | -64.4% |
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