+16.5%
FTAI vs PCOR
+4.0%
+12.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +19.7% | -30.2% | -6.8% |
| 7D | +7.4% | +21.8% | -14.4% | +12.2% |
| 30D | +9.0% | +39.5% | -30.5% | +15.9% |
| 3M | -18.9% | +35.2% | -54.2% | -13.8% |
| 6M | -24.9% | +21.7% | -46.6% | -18.0% |
| YTD | -8.3% | +3.9% | -12.2% | +3.4% |
| 1Y | +16.5% | +6.9% | +9.6% | +31.0% |
| All | +16.5% | +4.0% | +12.5% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling