+58.1%
PPL vs BAM
+84.2%
-26.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.0% |
| 7D | +1.0% | +7.9% | -6.9% | +0.3% |
| 30D | +6.8% | +16.0% | -9.2% | +5.4% |
| 3M | +3.9% | +0.6% | +3.2% | +3.6% |
| 6M | -2.0% | +10.5% | -12.5% | -3.1% |
| YTD | +5.3% | +3.2% | +2.1% | +4.8% |
| 1Y | +2.2% | +1.0% | +1.2% | +1.9% |
| All | +58.1% | +84.2% | -26.1% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling