+170.9%
PSLV vs BAM
+66.1%
+104.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.1% |
| 7D | -4.9% | -6.1% | +1.2% | -3.4% |
| 30D | -1.9% | -13.8% | +12.0% | +1.7% |
| 3M | +4.2% | +4.4% | -0.2% | +2.9% |
| 6M | -27.6% | +6.4% | -34.0% | -28.7% |
| YTD | -11.7% | -7.1% | -4.6% | -10.8% |
| 1Y | +49.3% | -11.8% | +61.1% | +51.8% |
| 3Y | +167.1% | +50.2% | +117.0% | +139.6% |
| All | +170.9% | +66.1% | +104.8% | +141.9% |
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