-4.6%
PEP vs BAM
+84.2%
-88.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.3% |
| 7D | +6.7% | +7.9% | -1.3% | +6.4% |
| 30D | +13.5% | +16.0% | -2.5% | +13.2% |
| 3M | +3.9% | +0.6% | +3.3% | +3.8% |
| 6M | -6.0% | +10.5% | -16.5% | -6.2% |
| YTD | +2.5% | +3.2% | -0.8% | +2.3% |
| 1Y | +3.9% | +1.0% | +2.9% | +3.8% |
| All | -4.6% | +84.2% | -88.8% | -3.8% |
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