+3,076.9%
FTAI vs PBR
+697.0%
+2,380.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.2% | +3.6% |
| 7D | -5.2% | +5.4% | -10.6% | -6.7% |
| 30D | -17.9% | +22.9% | -40.8% | -22.8% |
| 3M | -22.7% | +19.6% | -42.4% | -27.3% |
| 6M | -28.0% | +16.5% | -44.5% | -32.5% |
| YTD | -5.0% | +86.7% | -91.6% | -23.4% |
| 1Y | +10.4% | +74.7% | -64.3% | -9.3% |
| 3Y | +425.2% | +102.6% | +322.7% | +306.6% |
| 5Y | +890.3% | +566.6% | +323.8% | +388.5% |
| All | +3,076.9% | +697.0% | +2,380.0% | +1,192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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