+855.0%
FTAI vs PCOR
-30.9%
+885.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.5% |
| 7D | +0.7% | -9.0% | +9.6% | +3.0% |
| 30D | -12.1% | +4.2% | -16.2% | -13.3% |
| 3M | -21.3% | +14.4% | -35.8% | -24.9% |
| 6M | -30.2% | +0.2% | -30.4% | -32.2% |
| YTD | +0.3% | -20.3% | +20.5% | +3.6% |
| 1Y | +27.2% | -16.1% | +43.3% | +28.6% |
| 3Y | +443.9% | -14.7% | +458.6% | +428.5% |
| 5Y | +853.5% | -43.2% | +896.7% | +806.2% |
| All | +855.0% | -30.9% | +885.9% | +778.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling