+2,588.5%
FTAI vs PBF
+281.4%
+2,307.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.3% |
| 7D | +3.9% | +2.4% | +1.5% | +3.5% |
| 30D | -8.8% | +24.9% | -33.7% | -12.3% |
| 3M | -14.5% | +81.9% | -96.3% | -24.1% |
| 6M | -24.0% | +79.4% | -103.4% | -33.9% |
| YTD | +0.5% | +188.3% | -187.8% | -21.1% |
| 1Y | +19.1% | +177.3% | -158.1% | -6.8% |
| 3Y | +460.7% | +56.0% | +404.7% | +370.9% |
| 5Y | +947.3% | +804.0% | +143.3% | +476.8% |
| 10Y | +3,244.4% | +334.1% | +2,910.3% | +1,651.3% |
| All | +2,588.5% | +281.4% | +2,307.0% | +1,295.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling