-30.3%
PFE vs BAM
+78.0%
-108.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.3% |
| 7D | +1.8% | -2.0% | +3.7% | +2.0% |
| 30D | +10.2% | -2.9% | +13.2% | +10.6% |
| 3M | +12.7% | +9.4% | +3.3% | +11.3% |
| 6M | +10.5% | +10.8% | -0.2% | +8.9% |
| YTD | +20.2% | -0.4% | +20.6% | +19.6% |
| 1Y | +24.1% | -10.9% | +34.9% | +24.8% |
| 3Y | -3.6% | +61.3% | -64.8% | -9.7% |
| All | -30.3% | +78.0% | -108.3% | -34.7% |
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