+109.5%
PENG vs BAM
-8.8%
+118.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +6.0% |
| 7D | +4.5% | -2.0% | +6.5% | +5.9% |
| 30D | -7.1% | -2.9% | -4.2% | -5.7% |
| 3M | -27.3% | +9.4% | -36.6% | -32.1% |
| 6M | +169.6% | +10.8% | +158.8% | +147.0% |
| YTD | +164.6% | -0.4% | +165.1% | +163.4% |
| 1Y | +109.5% | -10.9% | +120.3% | +119.4% |
| All | +109.5% | -8.8% | +118.3% | +119.4% |
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