+54.2%
PNR vs BAM
+81.2%
-27.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.3% | -2.7% | +2.9% | +1.7% |
| 30D | +31.7% | +15.5% | +16.2% | +22.6% |
| 3M | +2.6% | -6.9% | +9.5% | +6.2% |
| 6M | -6.4% | +9.9% | -16.3% | -11.4% |
| YTD | -33.4% | +1.4% | -34.8% | -34.6% |
| 1Y | -35.1% | +3.3% | -38.3% | -36.9% |
| 3Y | +17.1% | +83.6% | -66.6% | -16.6% |
| All | +54.2% | +81.2% | -27.0% | +8.1% |
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