-19.1%
PCG vs BAM
+3.7%
-22.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | -0.5% | +5.0% | -5.4% | -0.6% |
| 30D | +0.8% | +16.6% | -15.8% | +0.4% |
| 3M | -22.0% | +2.2% | -24.3% | -22.3% |
| 6M | -17.1% | +9.7% | -26.8% | -17.4% |
| YTD | -16.9% | +5.2% | -22.1% | -17.2% |
| 1Y | -19.1% | +3.9% | -23.0% | -19.5% |
| All | -19.1% | +3.7% | -22.7% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling