+72.5%
PBF vs BAM
+89.3%
-16.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.5% | +6.0% |
| 7D | -4.0% | -2.9% | -1.1% | -3.6% |
| 30D | -18.0% | +14.7% | -32.7% | -19.9% |
| 3M | +0.9% | -4.1% | +5.1% | +1.7% |
| 6M | +65.7% | +9.6% | +56.1% | +62.4% |
| YTD | +161.9% | +3.4% | +158.5% | +159.6% |
| 1Y | +77.8% | +1.0% | +76.8% | +77.6% |
| All | +72.5% | +89.3% | -16.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 3y: compounded portfolio wealth divided by compounded BAM 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…
3y analysis · Full analysis span regression · 6 months rolling