+792.0%
FTAI vs PCOR
-8.1%
+800.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | +12.9% | +2.2% | +10.7% | +12.4% |
| 30D | +9.9% | +37.4% | -27.6% | +1.1% |
| 3M | -19.1% | +33.2% | -52.3% | -25.5% |
| 6M | -30.9% | +60.6% | -91.5% | -40.2% |
| YTD | -6.3% | +6.2% | -12.5% | -10.5% |
| 1Y | +20.0% | -1.1% | +21.1% | +17.4% |
| 3Y | +363.0% | +48.4% | +314.6% | +289.0% |
| 5Y | +864.8% | -13.1% | +877.9% | +730.9% |
| All | +792.0% | -8.1% | +800.1% | +659.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling