+128.6%
PM vs BAM
+84.8%
+43.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | -7.1% | -2.9% | -4.2% | -6.9% |
| 30D | -2.8% | +14.7% | -17.5% | -3.8% |
| 3M | +6.3% | -4.1% | +10.5% | +6.7% |
| 6M | +9.6% | +9.6% | +0.1% | +8.7% |
| YTD | +25.6% | +3.4% | +22.2% | +25.0% |
| 1Y | +29.7% | +1.0% | +28.6% | +29.2% |
| 3Y | +147.6% | +88.2% | +59.3% | +119.1% |
| All | +128.6% | +84.8% | +43.7% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling