-14.3%
PCG vs BAM
+84.8%
-99.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.6% |
| 7D | -2.2% | -2.9% | +0.6% | -1.7% |
| 30D | -0.5% | +14.7% | -15.1% | -3.2% |
| 3M | -24.0% | -4.1% | -19.8% | -23.5% |
| 6M | -18.6% | +9.6% | -28.2% | -20.6% |
| YTD | -17.7% | +3.4% | -21.1% | -18.9% |
| 1Y | -20.0% | +1.0% | -21.0% | -20.9% |
| 3Y | -20.2% | +88.2% | -108.5% | -30.9% |
| All | -14.3% | +84.8% | -99.2% | -25.9% |
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