+79.3%
PR vs BAM
+61.4%
+17.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +2.9% | -2.0% | +4.9% | +3.4% |
| 30D | +18.0% | -2.9% | +21.0% | +18.7% |
| 3M | +16.9% | +9.4% | +7.5% | +12.7% |
| 6M | +28.2% | +10.8% | +17.5% | +21.9% |
| YTD | +69.3% | -0.4% | +69.8% | +67.1% |
| 1Y | +69.5% | -10.9% | +80.4% | +75.7% |
| All | +79.3% | +61.4% | +17.9% | +39.5% |
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