+2.5%
PEP vs BAM
-1.5%
+4.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -0.3% | -2.0% | +1.7% | -0.3% |
| 30D | +11.8% | +13.7% | -1.9% | +11.9% |
| 3M | +3.7% | -4.8% | +8.4% | +3.1% |
| 6M | -4.3% | +7.6% | -11.9% | -4.1% |
| YTD | +2.1% | +1.2% | +1.0% | +1.2% |
| 1Y | +2.5% | -2.3% | +4.8% | +1.5% |
| All | +2.5% | -1.5% | +4.1% | +1.5% |
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