+166.5%
PSX vs BAM
+90.5%
+76.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.6% | +2.5% |
| 7D | -8.0% | +5.3% | -13.3% | -9.0% |
| 30D | -9.0% | +18.1% | -27.1% | -12.4% |
| 3M | +24.7% | +4.2% | +20.5% | +23.4% |
| 6M | +49.3% | +11.1% | +38.3% | +44.9% |
| YTD | +100.2% | +6.6% | +93.6% | +95.7% |
| 1Y | +88.8% | +6.2% | +82.6% | +84.5% |
| 3Y | +152.5% | +95.0% | +57.5% | +105.0% |
| All | +166.5% | +90.5% | +76.0% | +117.1% |
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 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