+35.3%
PNR vs BAM
+78.0%
-42.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | -2.4% | -2.0% | -0.4% | -1.5% |
| 30D | -12.8% | -2.9% | -9.8% | -11.6% |
| 3M | -17.0% | +9.4% | -26.4% | -21.0% |
| 6M | -37.4% | +10.8% | -48.2% | -41.1% |
| YTD | -41.6% | -0.4% | -41.2% | -42.1% |
| 1Y | -44.6% | -10.9% | -33.8% | -42.2% |
| 3Y | -12.1% | +61.3% | -73.4% | -33.5% |
| All | +35.3% | +78.0% | -42.7% | -4.3% |
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