-28.4%
PFE vs BAM
+80.8%
-109.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.8% |
| 7D | -2.1% | -2.0% | -0.1% | -1.9% |
| 30D | +3.1% | +13.7% | -10.6% | +1.4% |
| 3M | +11.2% | -4.8% | +15.9% | +11.7% |
| 6M | +15.0% | +7.6% | +7.4% | +13.7% |
| YTD | +23.5% | +1.2% | +22.4% | +22.7% |
| 1Y | +18.9% | -2.3% | +21.2% | +18.5% |
| 3Y | +18.7% | +84.1% | -65.4% | +9.7% |
| All | -28.4% | +80.8% | -109.2% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling