+124.7%
PENG vs BAM
+4.2%
+120.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +6.2% | -15.3% | -11.6% |
| 7D | -20.5% | +14.2% | -34.7% | -26.0% |
| 30D | -20.4% | +21.0% | -41.3% | -28.9% |
| 3M | -16.4% | +5.2% | -21.6% | -18.5% |
| 6M | +49.2% | +16.0% | +33.3% | +34.9% |
| YTD | +147.2% | +6.5% | +140.7% | +141.3% |
| 1Y | +124.7% | +4.4% | +120.3% | +124.3% |
| All | +124.7% | +4.2% | +120.4% | +124.3% |
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