+14.8%
FTAI vs PENG
+103.2%
-88.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -4.7% |
| 7D | -6.1% | -16.1% | +10.0% | -2.8% |
| 30D | +10.9% | -41.5% | +52.4% | +22.3% |
| 3M | -12.1% | -19.1% | +7.0% | -10.4% |
| 6M | -30.0% | +0.9% | -30.9% | -37.2% |
| YTD | -3.7% | +128.2% | -131.9% | -36.5% |
| 1Y | +14.8% | +98.6% | -83.8% | -20.5% |
| All | +14.8% | +103.2% | -88.4% | -20.5% |
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