-15.2%
PCG vs BAM
+80.8%
-96.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -2.0% | -2.0% | 0.0% | -1.6% |
| 30D | -2.7% | +13.7% | -16.4% | -5.2% |
| 3M | -25.1% | -4.8% | -20.3% | -24.5% |
| 6M | -22.3% | +7.6% | -29.9% | -23.9% |
| YTD | -18.5% | +1.2% | -19.6% | -19.4% |
| 1Y | -21.8% | -2.3% | -19.6% | -22.1% |
| 3Y | -21.0% | +84.1% | -105.1% | -31.3% |
| All | -15.2% | +80.8% | -96.0% | -26.3% |
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