+181.5%
PSLV vs BAM
+78.0%
+103.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -0.6% | -2.0% | +1.3% | -0.1% |
| 30D | +7.3% | -2.9% | +10.2% | +7.9% |
| 3M | -7.4% | +9.4% | -16.8% | -9.6% |
| 6M | -20.3% | +10.8% | -31.0% | -22.4% |
| YTD | -8.2% | -0.4% | -7.8% | -8.9% |
| 1Y | +57.9% | -10.9% | +68.8% | +59.7% |
| 3Y | +162.1% | +61.3% | +100.8% | +131.0% |
| All | +181.5% | +78.0% | +103.5% | +147.1% |
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 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