-6.9%
PCG vs BAM
+78.0%
-84.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -13.9% | -2.0% | -11.9% | -13.5% |
| 30D | -16.9% | -2.9% | -13.9% | -16.5% |
| 3M | -14.7% | +9.4% | -24.1% | -16.6% |
| 6M | -23.8% | +10.8% | -34.6% | -26.0% |
| YTD | -10.5% | -0.4% | -10.1% | -11.1% |
| 1Y | -5.1% | -10.9% | +5.8% | -3.3% |
| 3Y | -11.6% | +61.3% | -72.9% | -21.4% |
| All | -6.9% | +78.0% | -84.8% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling