+186.1%
PSLV vs BAM
+67.8%
+118.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.0% |
| 7D | +3.3% | -3.9% | +7.3% | +4.3% |
| 30D | +2.1% | -8.8% | +10.9% | +4.3% |
| 3M | +7.1% | +2.2% | +4.9% | +6.3% |
| 6M | -21.6% | +5.9% | -27.5% | -22.7% |
| YTD | -6.7% | -6.1% | -0.6% | -6.1% |
| 1Y | +59.3% | -11.6% | +70.9% | +61.8% |
| 3Y | +182.1% | +51.7% | +130.4% | +152.3% |
| All | +186.1% | +67.8% | +118.3% | +154.8% |
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 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