+323.3%
PWR vs BAM
+71.9%
+251.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.4% | +5.8% | +3.8% |
| 7D | +4.5% | -1.6% | +6.1% | +5.1% |
| 30D | -4.9% | -6.0% | +1.1% | -2.9% |
| 3M | -7.9% | +7.3% | -15.2% | -11.4% |
| 6M | +18.3% | +8.2% | +10.1% | +12.9% |
| YTD | +51.5% | -3.8% | +55.4% | +50.9% |
| 1Y | +70.3% | -10.7% | +81.1% | +75.3% |
| 3Y | +210.6% | +55.3% | +155.3% | +145.3% |
| All | +323.3% | +71.9% | +251.5% | +224.0% |
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 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