+43.6%
PFG vs BAM
+3.7%
+39.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +3.0% | +5.0% | -2.0% | +1.3% |
| 30D | +8.2% | +16.6% | -8.4% | +2.8% |
| 3M | +2.7% | +2.2% | +0.5% | +1.7% |
| 6M | +17.2% | +9.7% | +7.6% | +12.9% |
| YTD | +34.8% | +5.2% | +29.5% | +29.8% |
| 1Y | +43.6% | +3.9% | +39.6% | +38.7% |
| All | +43.6% | +3.7% | +39.9% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling