+258.3%
PWR vs BAM
+86.2%
+172.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.3% | +5.9% |
| 7D | -12.9% | +9.7% | -22.6% | -16.3% |
| 30D | -22.8% | +19.0% | -41.8% | -28.4% |
| 3M | -19.0% | +0.6% | -19.6% | -19.8% |
| 6M | -31.1% | +11.1% | -42.2% | -35.0% |
| YTD | +28.2% | +4.2% | +24.1% | +23.2% |
| 1Y | +22.2% | +3.3% | +18.9% | +17.9% |
| 3Y | +222.1% | +88.8% | +133.4% | +138.2% |
| All | +258.3% | +86.2% | +172.1% | +164.5% |
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