-41.8%
PSKY vs BAM
+78.0%
-119.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | -0.2% | -2.0% | +1.8% | +0.6% |
| 30D | +24.0% | -2.9% | +26.9% | +25.2% |
| 3M | +2.2% | +9.4% | -7.2% | -1.6% |
| 6M | -9.0% | +10.8% | -19.7% | -13.0% |
| YTD | -18.1% | -0.4% | -17.7% | -18.9% |
| 1Y | -25.1% | -10.9% | -14.2% | -22.2% |
| 3Y | -16.3% | +61.3% | -77.6% | -45.9% |
| All | -41.8% | +78.0% | -119.8% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling