+179.1%
PBR vs BAM
+90.5%
+88.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.3% |
| 7D | -13.3% | +5.3% | -18.5% | -13.9% |
| 30D | -27.5% | +18.1% | -45.6% | -29.3% |
| 3M | +5.2% | +4.2% | +0.9% | +4.4% |
| 6M | -6.4% | +11.1% | -17.5% | -8.4% |
| YTD | +61.6% | +6.6% | +55.0% | +58.7% |
| 1Y | +48.9% | +6.2% | +42.7% | +46.1% |
| 3Y | +70.0% | +95.0% | -25.0% | +39.5% |
| All | +179.1% | +90.5% | +88.5% | +127.2% |
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