+101.6%
PBF vs BAM
+80.8%
+20.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.6% |
| 7D | +4.3% | -2.0% | +6.3% | +4.6% |
| 30D | -21.8% | +13.7% | -35.5% | -23.8% |
| 3M | +1.7% | -4.8% | +6.5% | +2.6% |
| 6M | +69.8% | +7.6% | +62.2% | +66.1% |
| YTD | +167.7% | +1.2% | +166.6% | +164.8% |
| 1Y | +89.0% | -2.3% | +91.2% | +89.0% |
| 3Y | +78.8% | +84.1% | -5.3% | +43.5% |
| All | +101.6% | +80.8% | +20.8% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling