+2,588.5%
FTAI vs PEGA
+242.5%
+2,346.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.2% |
| 7D | +3.9% | -2.4% | +6.3% | +4.5% |
| 30D | -8.8% | +9.6% | -18.5% | -11.2% |
| 3M | -14.5% | +2.3% | -16.8% | -16.3% |
| 6M | -24.0% | -23.9% | -0.1% | -20.2% |
| YTD | +0.5% | -39.8% | +40.2% | +10.9% |
| 1Y | +19.1% | -37.4% | +56.5% | +29.6% |
| 3Y | +460.7% | +53.1% | +407.6% | +356.3% |
| 5Y | +947.3% | -47.2% | +994.6% | +995.1% |
| 10Y | +3,244.4% | +174.3% | +3,070.0% | +2,413.8% |
| All | +2,588.5% | +242.5% | +2,346.0% | +1,975.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling