+2,182.4%
FTAI vs PENG
+720.8%
+1,461.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.3% | -8.7% | -0.8% |
| 7D | +6.7% | +1.9% | +4.8% | +5.8% |
| 30D | +15.7% | -37.8% | +53.5% | +27.4% |
| 3M | -14.9% | -14.1% | -0.8% | -13.8% |
| 6M | -31.4% | +13.1% | -44.5% | -37.9% |
| YTD | -2.1% | +151.8% | -153.9% | -27.9% |
| 1Y | +23.6% | +136.0% | -112.4% | -7.7% |
| 3Y | +383.8% | +217.9% | +165.8% | +221.1% |
| 5Y | +913.3% | +64.1% | +849.2% | +627.3% |
| All | +2,182.4% | +720.8% | +1,461.6% | +1,175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling