+449.0%
FTAI vs PENG
+108.8%
+340.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -3.1% |
| 7D | +0.7% | +4.5% | -3.9% | -0.4% |
| 30D | -12.1% | -7.1% | -5.0% | -10.8% |
| 3M | -21.3% | -27.3% | +5.9% | -18.0% |
| 6M | -30.2% | +169.6% | -199.8% | -49.9% |
| YTD | +0.3% | +164.6% | -164.4% | -28.1% |
| 1Y | +27.2% | +109.5% | -82.3% | -3.9% |
| All | +449.0% | +108.8% | +340.2% | +272.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling