+140.4%
PENG vs BAM
+84.2%
+56.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -3.0% | -20.0% | -21.0% |
| 7D | -36.7% | +7.9% | -44.6% | -40.2% |
| 30D | -42.0% | +16.0% | -58.1% | -48.3% |
| 3M | -33.2% | +0.6% | -33.8% | -34.2% |
| 6M | +2.1% | +10.5% | -8.4% | -7.1% |
| YTD | +90.3% | +3.2% | +87.1% | +82.7% |
| 1Y | +67.7% | +1.0% | +66.6% | +63.9% |
| All | +140.4% | +84.2% | +56.3% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling