+2,432.1%
FTAI vs PEG
+158.3%
+2,273.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.0% |
| 7D | -0.2% | -0.1% | -0.1% | -0.1% |
| 30D | -13.6% | -1.7% | -11.9% | -12.8% |
| 3M | -20.6% | -6.8% | -13.8% | -17.4% |
| 6M | -32.6% | -11.4% | -21.2% | -27.6% |
| YTD | -5.4% | -7.2% | +1.9% | -1.4% |
| 1Y | +12.9% | -6.1% | +19.0% | +16.4% |
| 3Y | +428.1% | +31.8% | +396.4% | +335.1% |
| 5Y | +863.0% | +35.6% | +827.4% | +673.7% |
| 10Y | +3,092.6% | +148.7% | +2,943.9% | +1,871.5% |
| All | +2,432.1% | +158.3% | +2,273.8% | +1,413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling