-15.8%
PEP vs BAM
+78.0%
-93.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.4% | -2.0% | +0.6% | -1.3% |
| 30D | +0.2% | -2.9% | +3.2% | +0.3% |
| 3M | -1.1% | +9.4% | -10.5% | -1.3% |
| 6M | -13.5% | +10.8% | -24.2% | -13.7% |
| YTD | -1.2% | -0.4% | -0.7% | -1.2% |
| 1Y | -1.6% | -10.9% | +9.3% | -1.1% |
| 3Y | -12.5% | +61.3% | -73.8% | -15.9% |
| All | -15.8% | +78.0% | -93.7% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling