+6.9%
FTAI vs PEGA
-37.0%
+43.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -2.8% |
| 7D | -9.7% | -5.3% | -4.4% | -9.6% |
| 30D | -20.0% | +8.3% | -28.3% | -20.0% |
| 3M | -20.1% | +8.9% | -29.0% | -19.7% |
| 6M | -33.3% | -19.7% | -13.6% | -29.3% |
| YTD | -8.0% | -39.9% | +31.9% | +0.9% |
| All | +6.9% | -37.0% | +43.8% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling