+858.6%
FTAI vs PBF
+785.3%
+73.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | -9.7% | +2.3% | -12.0% | -9.9% |
| 30D | -20.0% | +11.6% | -31.6% | -20.9% |
| 3M | -20.1% | +81.7% | -101.8% | -25.7% |
| 6M | -33.3% | +96.4% | -129.7% | -39.8% |
| YTD | -8.0% | +189.5% | -197.5% | -23.3% |
| 1Y | +8.0% | +180.7% | -172.8% | -10.4% |
| 3Y | +413.4% | +56.6% | +356.8% | +338.4% |
| 5Y | +858.6% | +802.0% | +56.6% | +537.5% |
| All | +858.6% | +785.3% | +73.2% | +537.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling