+3,076.9%
FTAI vs PBF
+374.8%
+2,702.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +3.0% |
| 7D | -5.2% | +5.3% | -10.5% | -6.1% |
| 30D | -17.9% | +11.7% | -29.6% | -19.6% |
| 3M | -22.7% | +91.1% | -113.8% | -32.2% |
| 6M | -28.0% | +88.4% | -116.4% | -38.1% |
| YTD | -5.0% | +194.1% | -199.0% | -26.4% |
| 1Y | +10.4% | +180.4% | -170.0% | -14.6% |
| 3Y | +425.2% | +59.3% | +365.9% | +336.0% |
| 5Y | +890.3% | +816.3% | +74.1% | +425.0% |
| All | +3,076.9% | +374.8% | +2,702.1% | +1,532.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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