+867.4%
FTAI vs PCOR
-9.0%
+876.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.8% | +10.0% |
| 7D | +0.5% | +22.2% | -21.7% | -4.7% |
| 30D | +17.0% | +36.0% | -19.0% | +7.9% |
| 3M | -7.8% | +34.0% | -41.8% | -15.3% |
| 6M | -26.2% | +43.5% | -69.7% | -34.1% |
| YTD | +1.6% | +5.1% | -3.5% | -2.7% |
| 1Y | +22.2% | -3.9% | +26.1% | +20.5% |
| 3Y | +415.7% | +52.9% | +362.7% | +329.5% |
| 5Y | +932.0% | -18.7% | +950.7% | +796.6% |
| All | +867.4% | -9.0% | +876.4% | +725.0% |
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 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