+3,076.9%
FTAI vs PEG
+148.0%
+2,928.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | -5.2% | -0.9% | -4.3% | -4.6% |
| 30D | -17.9% | -3.7% | -14.2% | -15.9% |
| 3M | -22.7% | -7.3% | -15.5% | -19.1% |
| 6M | -28.0% | -10.5% | -17.5% | -22.9% |
| YTD | -5.0% | -7.5% | +2.6% | -0.5% |
| 1Y | +10.4% | -8.7% | +19.1% | +16.2% |
| 3Y | +425.2% | +31.4% | +393.9% | +325.7% |
| 5Y | +890.3% | +37.8% | +852.6% | +669.3% |
| All | +3,076.9% | +148.0% | +2,928.9% | +1,895.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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