+130.4%
PM vs BAM
+86.2%
+44.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -5.2% | +9.7% | -14.9% | -5.9% |
| 30D | +2.7% | +19.0% | -16.3% | +1.4% |
| 3M | +6.1% | +0.6% | +5.6% | +6.1% |
| 6M | +18.0% | +11.1% | +6.9% | +16.9% |
| YTD | +26.6% | +4.2% | +22.4% | +25.9% |
| 1Y | +36.7% | +3.3% | +33.3% | +35.9% |
| 3Y | +146.0% | +88.8% | +57.2% | +117.8% |
| All | +130.4% | +86.2% | +44.1% | +104.2% |
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