+908.9%
FTAI vs PBR
+552.2%
+356.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.2% | +3.5% |
| 7D | -5.2% | +5.4% | -10.6% | -6.0% |
| 30D | -17.9% | +22.9% | -40.8% | -20.8% |
| 3M | -22.7% | +19.6% | -42.4% | -25.4% |
| 6M | -28.0% | +16.5% | -44.5% | -30.8% |
| YTD | -5.0% | +86.7% | -91.6% | -18.4% |
| 1Y | +10.4% | +74.7% | -64.3% | -3.9% |
| 3Y | +425.2% | +102.6% | +322.7% | +342.0% |
| All | +908.9% | +552.2% | +356.8% | +535.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling