+37.7%
PEG vs BAM
+86.2%
-48.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -2.3% | +9.7% | -12.0% | -3.8% |
| 30D | +1.2% | +19.0% | -17.8% | -1.6% |
| 3M | -2.4% | +0.6% | -2.9% | -2.7% |
| 6M | -6.9% | +11.1% | -17.9% | -8.8% |
| YTD | -7.2% | +4.2% | -11.4% | -8.5% |
| 1Y | -8.9% | +3.3% | -12.2% | -10.0% |
| 3Y | +27.1% | +88.8% | -61.6% | +10.9% |
| All | +37.7% | +86.2% | -48.5% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling