+1.3%
PPG vs BAM
+84.8%
-83.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +1.1% |
| 7D | -1.2% | -2.9% | +1.6% | -0.1% |
| 30D | +21.2% | +14.7% | +6.5% | +15.1% |
| 3M | +8.2% | -4.1% | +12.4% | +9.8% |
| 6M | +17.2% | +9.6% | +7.6% | +12.8% |
| YTD | +25.0% | +3.4% | +21.6% | +22.1% |
| 1Y | +33.5% | +1.0% | +32.5% | +31.2% |
| 3Y | +4.2% | +88.2% | -84.0% | -19.8% |
| All | +1.3% | +84.8% | -83.5% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling