-42.1%
PSKY vs BAM
+71.9%
-114.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.9% | +0.7% |
| 7D | +2.4% | -1.6% | +4.0% | +3.0% |
| 30D | +17.5% | -6.0% | +23.5% | +20.1% |
| 3M | +4.4% | +7.3% | -2.9% | +1.3% |
| 6M | -9.0% | +8.2% | -17.2% | -12.3% |
| YTD | -18.6% | -3.8% | -14.8% | -18.3% |
| 1Y | -27.7% | -10.7% | -17.0% | -25.1% |
| 3Y | -16.9% | +55.3% | -72.2% | -45.5% |
| All | -42.1% | +71.9% | -114.0% | -65.5% |
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 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