+176.9%
PSX vs BAM
+80.8%
+96.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.1% |
| 7D | +6.4% | -2.0% | +8.4% | +6.8% |
| 30D | -10.2% | +13.7% | -23.9% | -12.8% |
| 3M | +17.2% | -4.8% | +21.9% | +18.2% |
| 6M | +51.8% | +7.6% | +44.1% | +48.0% |
| YTD | +108.0% | +1.2% | +106.9% | +105.4% |
| 1Y | +96.1% | -2.3% | +98.4% | +95.6% |
| 3Y | +155.9% | +84.1% | +71.8% | +110.1% |
| All | +176.9% | +80.8% | +96.1% | +128.0% |
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