+173.0%
PSX vs BAM
+71.9%
+101.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +2.4% |
| 7D | +2.8% | -1.6% | +4.4% | +3.2% |
| 30D | +27.8% | -6.0% | +33.8% | +29.4% |
| 3M | +42.0% | +7.3% | +34.7% | +38.8% |
| 6M | +58.1% | +8.2% | +49.9% | +53.3% |
| YTD | +105.0% | -3.8% | +108.9% | +105.2% |
| 1Y | +104.9% | -10.7% | +115.6% | +109.2% |
| 3Y | +134.1% | +55.3% | +78.7% | +100.0% |
| All | +173.0% | +71.9% | +101.1% | +127.6% |
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