+36.1%
PPL vs BAM
+78.0%
-41.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +2.7% | -2.0% | +4.6% | +2.9% |
| 30D | +0.5% | -2.9% | +3.4% | +0.7% |
| 3M | +0.7% | +9.4% | -8.7% | -0.4% |
| 6M | -7.6% | +10.8% | -18.3% | -8.9% |
| YTD | +1.8% | -0.4% | +2.3% | +1.6% |
| 1Y | -0.8% | -10.9% | +10.1% | +0.4% |
| 3Y | +56.9% | +61.3% | -4.4% | +42.5% |
| All | +36.1% | +78.0% | -41.9% | +21.1% |
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