+3,076.9%
FTAI vs PEGA
+184.6%
+2,892.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.9% | +3.0% |
| 7D | -5.2% | -3.0% | -2.2% | -4.5% |
| 30D | -17.9% | +15.9% | -33.8% | -21.1% |
| 3M | -22.7% | +10.8% | -33.6% | -26.0% |
| 6M | -28.0% | -16.5% | -11.5% | -26.1% |
| YTD | -5.0% | -39.0% | +34.1% | +5.0% |
| 1Y | +10.4% | -37.3% | +47.7% | +20.4% |
| 3Y | +425.2% | +59.2% | +366.1% | +319.3% |
| 5Y | +890.3% | -44.9% | +935.2% | +935.4% |
| All | +3,076.9% | +184.6% | +2,892.3% | +2,504.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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