+291.9%
PWR vs BAM
+90.5%
+201.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.0% | +8.4% |
| 7D | -4.8% | +5.3% | -10.0% | -6.8% |
| 30D | -16.2% | +18.1% | -34.3% | -22.0% |
| 3M | -11.9% | +4.2% | -16.2% | -14.0% |
| 6M | -20.6% | +11.1% | -31.7% | -24.9% |
| YTD | +40.3% | +6.6% | +33.6% | +33.7% |
| 1Y | +33.0% | +6.2% | +26.8% | +27.0% |
| 3Y | +250.0% | +95.0% | +155.0% | +155.9% |
| All | +291.9% | +90.5% | +201.3% | +186.9% |
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