-28.0%
PFE vs BAM
+86.2%
-114.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.8% |
| 7D | -3.7% | +9.7% | -13.4% | -4.8% |
| 30D | +5.0% | +19.0% | -14.0% | +2.7% |
| 3M | +12.2% | +0.6% | +11.6% | +12.0% |
| 6M | +14.6% | +11.1% | +3.5% | +12.8% |
| YTD | +24.1% | +4.2% | +19.9% | +22.8% |
| 1Y | +26.6% | +3.3% | +23.2% | +25.3% |
| 3Y | +14.3% | +88.8% | -74.4% | +5.3% |
| All | -28.0% | +86.2% | -114.2% | -32.9% |
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