+408.4%
FTAI vs PEGA
+52.0%
+356.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.1% |
| 7D | -9.7% | -5.3% | -4.4% | -8.8% |
| 30D | -20.0% | +8.3% | -28.3% | -21.3% |
| 3M | -20.1% | +8.9% | -29.0% | -22.1% |
| 6M | -33.3% | -19.7% | -13.6% | -30.5% |
| YTD | -8.0% | -39.9% | +31.9% | +1.6% |
| 1Y | +8.0% | -36.4% | +44.3% | +17.0% |
| All | +408.4% | +52.0% | +356.4% | +308.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling