+13.4%
PCOR vs BAM
+78.0%
-64.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.7% |
| 7D | -9.0% | -2.0% | -7.0% | -7.8% |
| 30D | +4.2% | -2.9% | +7.1% | +6.1% |
| 3M | +14.4% | +9.4% | +5.0% | +7.6% |
| 6M | +0.2% | +10.8% | -10.6% | -7.1% |
| YTD | -20.3% | -0.4% | -19.8% | -20.6% |
| 1Y | -16.1% | -10.9% | -5.3% | -10.5% |
| 3Y | -14.7% | +61.3% | -76.0% | -32.2% |
| All | +13.4% | +78.0% | -64.6% | -15.5% |
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 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