-28.4%
PFE vs BAM
+90.5%
-119.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.9% | -0.8% |
| 7D | -4.7% | +5.3% | -10.0% | -5.3% |
| 30D | +3.4% | +18.1% | -14.7% | +1.2% |
| 3M | +9.2% | +4.2% | +5.0% | +8.5% |
| 6M | +15.8% | +11.1% | +4.7% | +14.0% |
| YTD | +23.4% | +6.6% | +16.8% | +21.8% |
| 1Y | +25.8% | +6.2% | +19.6% | +24.1% |
| 3Y | +17.8% | +95.0% | -77.2% | +8.1% |
| All | -28.4% | +90.5% | -119.0% | -33.5% |
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 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