+858.6%
FTAI vs PEGA
-47.2%
+905.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.2% |
| 7D | -9.7% | -5.3% | -4.4% | -8.8% |
| 30D | -20.0% | +8.3% | -28.3% | -21.4% |
| 3M | -20.1% | +8.9% | -29.0% | -22.4% |
| 6M | -33.3% | -19.7% | -13.6% | -31.0% |
| YTD | -8.0% | -39.9% | +31.9% | +0.5% |
| 1Y | +8.0% | -36.4% | +44.3% | +16.0% |
| 3Y | +413.4% | +52.8% | +360.6% | +340.9% |
| 5Y | +858.6% | -45.7% | +904.2% | +756.3% |
| All | +858.6% | -47.2% | +905.7% | +756.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling