+42.7%
PFG vs BAM
+81.2%
-38.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.4% | -2.7% | +5.1% | +3.6% |
| 30D | +5.9% | +15.5% | -9.6% | -0.6% |
| 3M | -0.4% | -6.9% | +6.4% | +2.4% |
| 6M | +14.8% | +9.9% | +5.0% | +9.3% |
| YTD | +31.9% | +1.4% | +30.5% | +29.2% |
| 1Y | +38.8% | +3.3% | +35.5% | +34.7% |
| 3Y | +82.4% | +83.6% | -1.2% | +33.9% |
| All | +42.7% | +81.2% | -38.6% | +3.7% |
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 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