-13.6%
PPG vs BAM
+67.8%
-81.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | 0.0% | -1.4% |
| 7D | -3.7% | -3.9% | +0.2% | -2.3% |
| 30D | -7.2% | -8.8% | +1.6% | -4.0% |
| 3M | -7.3% | +2.2% | -9.5% | -8.3% |
| 6M | +0.3% | +5.9% | -5.7% | -2.1% |
| YTD | +6.5% | -6.1% | +12.6% | +8.0% |
| 1Y | +0.5% | -11.6% | +12.2% | +3.7% |
| 3Y | -15.3% | +51.7% | -67.0% | -29.6% |
| All | -13.6% | +67.8% | -81.5% | -31.8% |
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 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