+124.8%
PM vs BAM
+90.5%
+34.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -2.6% |
| 7D | -7.3% | +5.3% | -12.5% | -7.6% |
| 30D | -4.0% | +18.1% | -22.1% | -5.2% |
| 3M | +2.7% | +4.2% | -1.5% | +2.4% |
| 6M | +14.9% | +11.1% | +3.8% | +13.8% |
| YTD | +23.5% | +6.6% | +16.9% | +22.6% |
| 1Y | +30.4% | +6.2% | +24.1% | +29.4% |
| 3Y | +143.2% | +95.0% | +48.2% | +114.6% |
| All | +124.8% | +90.5% | +34.3% | +98.9% |
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