+20.5%
FTAI vs PCOR
+0.8%
+19.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.4% |
| 7D | +12.9% | +2.2% | +10.7% | +13.3% |
| 30D | +9.9% | +37.4% | -27.6% | +17.1% |
| 3M | -19.1% | +33.2% | -52.3% | -13.8% |
| 6M | -30.9% | +60.6% | -91.5% | -22.9% |
| YTD | -6.3% | +6.2% | -12.5% | +9.6% |
| All | +20.5% | +0.8% | +19.7% | +44.4% |
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