+156.8%
PR vs BAM
+86.2%
+70.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | -16.4% | +9.7% | -26.1% | -18.8% |
| 30D | -1.9% | +19.0% | -20.9% | -7.0% |
| 3M | +8.0% | +0.6% | +7.4% | +7.3% |
| 6M | +4.1% | +11.1% | -7.0% | -0.7% |
| YTD | +58.7% | +4.2% | +54.5% | +53.8% |
| 1Y | +75.8% | +3.3% | +72.5% | +70.5% |
| 3Y | +73.2% | +88.8% | -15.6% | +30.3% |
| All | +156.8% | +86.2% | +70.6% | +88.6% |
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