+12.9%
FTAI vs PENG
+106.3%
-93.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.7% |
| 7D | -0.2% | +7.3% | -7.5% | -1.8% |
| 30D | -13.6% | -7.5% | -6.2% | -12.3% |
| 3M | -20.6% | -17.2% | -3.3% | -19.8% |
| 6M | -32.6% | +176.7% | -209.3% | -56.4% |
| YTD | -5.4% | +161.0% | -166.4% | -38.4% |
| 1Y | +12.9% | +108.8% | -96.0% | -23.8% |
| All | +12.9% | +106.3% | -93.4% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling