-62.8%
PSKY vs BAM
+59.4%
-122.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.1% |
| 7D | -24.6% | -1.2% | -23.3% | -23.9% |
| 30D | -36.1% | -2.8% | -33.3% | -35.0% |
| 3M | -53.4% | -12.7% | -40.6% | -49.2% |
| 6M | -53.4% | -12.7% | -40.6% | -49.2% |
| YTD | -53.4% | -12.7% | -40.6% | -49.2% |
| 1Y | -58.4% | -13.0% | -45.3% | -54.6% |
| 3Y | -40.7% | +53.6% | -94.3% | -59.8% |
| All | -62.8% | +59.4% | -122.2% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling