+24.1%
PNC vs BAM
-12.6%
+36.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.2% |
| 7D | -0.7% | -3.9% | +3.2% | +0.5% |
| 30D | -4.4% | -8.8% | +4.4% | -1.9% |
| 3M | +4.5% | +2.2% | +2.3% | +3.1% |
| 6M | +19.1% | +5.9% | +13.1% | +15.6% |
| YTD | +18.0% | -6.1% | +24.1% | +18.9% |
| 1Y | +24.1% | -11.6% | +35.7% | +27.8% |
| All | +24.1% | -12.6% | +36.6% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling