+110.7%
PM vs BAM
+78.0%
+32.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -4.9% | -2.0% | -2.9% | -4.7% |
| 30D | -3.4% | -2.9% | -0.5% | -3.2% |
| 3M | +5.2% | +9.4% | -4.2% | +4.3% |
| 6M | +3.7% | +10.8% | -7.0% | +2.6% |
| YTD | +15.8% | -0.4% | +16.2% | +15.5% |
| 1Y | +17.4% | -10.9% | +28.2% | +18.2% |
| 3Y | +116.9% | +61.3% | +55.7% | +96.1% |
| All | +110.7% | +78.0% | +32.7% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling