+186.7%
PENG vs BAM
+84.8%
+101.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.7% | +12.1% | +11.4% |
| 7D | +1.9% | -2.9% | +4.7% | +4.3% |
| 30D | -37.8% | +14.7% | -52.5% | -43.6% |
| 3M | -14.1% | -4.1% | -10.0% | -12.4% |
| 6M | +13.1% | +9.6% | +3.5% | +4.2% |
| YTD | +151.8% | +3.4% | +148.4% | +142.3% |
| 1Y | +136.0% | +1.0% | +135.0% | +131.0% |
| 3Y | +217.9% | +88.2% | +129.7% | +111.7% |
| All | +186.7% | +84.8% | +101.8% | +89.7% |
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