+174.0%
PR vs BAM
+78.0%
+96.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +2.9% | -2.0% | +4.9% | +3.5% |
| 30D | +18.0% | -2.9% | +21.0% | +18.8% |
| 3M | +16.9% | +9.4% | +7.5% | +12.5% |
| 6M | +28.2% | +10.8% | +17.5% | +21.6% |
| YTD | +69.3% | -0.4% | +69.8% | +66.7% |
| 1Y | +69.5% | -10.9% | +80.4% | +74.8% |
| 3Y | +81.7% | +61.3% | +20.4% | +44.1% |
| All | +174.0% | +78.0% | +96.0% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling