-42.7%
PSKY vs BAM
+59.1%
-101.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.2% |
| 7D | -24.6% | -1.2% | -23.3% | -24.1% |
| 30D | -36.1% | -2.8% | -33.3% | -35.2% |
| 3M | -53.4% | -12.7% | -40.6% | -50.1% |
| 6M | -53.4% | -12.7% | -40.6% | -50.1% |
| YTD | -53.4% | -12.7% | -40.6% | -50.1% |
| 1Y | -58.4% | -13.0% | -45.3% | -55.4% |
| All | -42.7% | +59.1% | -101.8% | -63.3% |
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