+218.3%
PBR vs BAM
+67.8%
+150.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +0.9% |
| 7D | +0.3% | -3.9% | +4.3% | +0.9% |
| 30D | +17.5% | -8.8% | +26.3% | +19.1% |
| 3M | +20.9% | +2.2% | +18.7% | +19.7% |
| 6M | +20.2% | +5.9% | +14.3% | +17.7% |
| YTD | +84.3% | -6.1% | +90.4% | +84.7% |
| 1Y | +77.1% | -11.6% | +88.7% | +79.8% |
| 3Y | +100.8% | +51.7% | +49.1% | +73.0% |
| All | +218.3% | +67.8% | +150.5% | +164.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling