+57.2%
PPL vs BAM
+85.9%
-28.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | +0.4% | +9.7% | -9.3% | -0.4% |
| 30D | +5.4% | +19.0% | -13.5% | +3.9% |
| 3M | +4.3% | +0.6% | +3.7% | +4.0% |
| 6M | -1.3% | +11.1% | -12.4% | -2.4% |
| YTD | +4.7% | +4.2% | +0.5% | +4.1% |
| 1Y | +1.3% | +3.3% | -2.1% | +0.7% |
| 3Y | +57.2% | +88.8% | -31.5% | +42.0% |
| All | +57.2% | +85.9% | -28.7% | +42.0% |
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