+81.8%
PGR vs BAM
+66.2%
+15.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -0.6% | -6.6% | +6.0% | -0.3% |
| 30D | +4.9% | -12.4% | +17.4% | +5.5% |
| 3M | +7.6% | +2.4% | +5.3% | +7.5% |
| 6M | +8.3% | +7.9% | +0.3% | +7.7% |
| YTD | +1.7% | -7.0% | +8.7% | +2.1% |
| 1Y | -6.8% | -13.4% | +6.6% | -6.2% |
| 3Y | +73.4% | +46.9% | +26.6% | +75.4% |
| All | +81.8% | +66.2% | +15.6% | +82.6% |
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