+298.9%
PWR vs BAM
+81.2%
+217.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +11.3% | -2.7% | +14.0% | +12.5% |
| 30D | -8.9% | +15.5% | -24.4% | -14.5% |
| 3M | -10.5% | -6.9% | -3.6% | -8.4% |
| 6M | -22.2% | +9.9% | -32.1% | -26.3% |
| YTD | +42.7% | +1.4% | +41.4% | +38.7% |
| 1Y | +41.1% | +3.3% | +37.8% | +35.9% |
| 3Y | +242.7% | +83.6% | +159.1% | +156.3% |
| All | +298.9% | +81.2% | +217.6% | +197.7% |
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