+72.2%
PNC vs BAM
+78.0%
-5.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | +1.4% | -2.0% | +3.4% | +2.2% |
| 30D | -3.8% | -2.9% | -0.9% | -2.8% |
| 3M | +9.0% | +9.4% | -0.4% | +4.2% |
| 6M | +16.6% | +10.8% | +5.9% | +10.5% |
| YTD | +20.4% | -0.4% | +20.9% | +19.1% |
| 1Y | +22.3% | -10.9% | +33.2% | +26.9% |
| 3Y | +124.5% | +61.3% | +63.3% | +70.2% |
| All | +72.2% | +78.0% | -5.8% | +23.3% |
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