+143.5%
PENG vs BAM
+86.2%
+57.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.9% | +11.5% | +11.8% |
| 7D | -19.4% | +9.7% | -29.2% | -24.4% |
| 30D | -42.4% | +19.0% | -61.4% | -49.0% |
| 3M | -25.6% | +0.6% | -26.2% | -26.6% |
| 6M | +7.3% | +11.1% | -3.8% | -1.9% |
| YTD | +113.9% | +4.2% | +109.7% | +104.8% |
| 1Y | +93.6% | +3.3% | +90.2% | +86.6% |
| 3Y | +170.2% | +88.8% | +81.5% | +79.5% |
| All | +143.5% | +86.2% | +57.3% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling