+5.6%
PG vs BAM
+66.1%
-60.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -2.7% | -6.1% | +3.4% | -2.5% |
| 30D | -1.5% | -13.8% | +12.3% | -1.2% |
| 3M | -3.4% | +4.4% | -7.7% | -3.4% |
| 6M | -7.0% | +6.4% | -13.4% | -7.1% |
| YTD | +2.0% | -7.1% | +9.0% | +2.0% |
| 1Y | -6.5% | -11.8% | +5.3% | -6.4% |
| 3Y | +1.2% | +50.2% | -49.0% | -1.2% |
| All | +5.6% | +66.1% | -60.5% | +2.4% |
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