+235.5%
PH vs BAM
+90.5%
+144.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.2% |
| 7D | +3.0% | +5.3% | -2.2% | +0.6% |
| 30D | -0.6% | +18.1% | -18.7% | -8.1% |
| 3M | -10.7% | +4.2% | -15.0% | -12.9% |
| 6M | +9.1% | +11.1% | -2.0% | +2.8% |
| YTD | +9.5% | +6.6% | +2.9% | +4.4% |
| 1Y | +14.0% | +6.2% | +7.8% | +8.6% |
| 3Y | +138.9% | +95.0% | +43.9% | +67.0% |
| All | +235.5% | +90.5% | +144.9% | +133.1% |
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