-18.4%
PCG vs BAM
+12.2%
-30.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.8% | -1.4% |
| 7D | 0.0% | +7.9% | -7.9% | +0.4% |
| 30D | +5.8% | +16.0% | -10.2% | +7.0% |
| 3M | -22.8% | +0.6% | -23.4% | -23.3% |
| 6M | -18.4% | +10.5% | -28.9% | -18.1% |
| All | -18.4% | +12.2% | -30.6% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling