+39.4%
PFG vs BAM
+86.2%
-46.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -0.6% | +9.7% | -10.4% | -4.6% |
| 30D | +2.0% | +19.0% | -17.0% | -5.5% |
| 3M | -3.2% | +0.6% | -3.7% | -3.8% |
| 6M | +10.9% | +11.1% | -0.2% | +5.1% |
| YTD | +28.8% | +4.2% | +24.7% | +24.7% |
| 1Y | +39.2% | +3.3% | +35.8% | +35.0% |
| 3Y | +75.0% | +88.8% | -13.7% | +27.0% |
| All | +39.4% | +86.2% | -46.9% | +0.1% |
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