+2,369.3%
FTAI vs PEGA
+210.6%
+2,158.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | +0.2% | +0.1% | +0.1% | 0.0% |
| 30D | +10.7% | -4.1% | +14.8% | +11.2% |
| 3M | -16.4% | -2.8% | -13.6% | -16.7% |
| 6M | -32.2% | -0.4% | -31.8% | -34.1% |
| YTD | -7.7% | -45.4% | +37.7% | +3.4% |
| 1Y | +18.7% | -42.6% | +61.4% | +31.2% |
| 3Y | +354.3% | +45.4% | +308.9% | +270.8% |
| 5Y | +850.7% | -44.6% | +895.3% | +865.6% |
| 10Y | +2,664.3% | +91.2% | +2,573.1% | +2,089.6% |
| All | +2,369.3% | +210.6% | +2,158.7% | +1,835.6% |
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