+806.2%
FTAI vs PENG
+42.1%
+764.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +12.4% | -1.4% | +7.6% |
| 7D | -3.7% | -19.4% | +15.7% | +1.3% |
| 30D | +3.1% | -42.4% | +45.5% | +17.2% |
| 3M | -18.3% | -25.6% | +7.3% | -14.1% |
| 6M | -36.6% | +7.3% | -43.9% | -43.8% |
| YTD | -7.9% | +113.9% | -121.8% | -34.5% |
| 1Y | +12.0% | +93.6% | -81.6% | -18.1% |
| 3Y | +361.5% | +170.2% | +191.3% | +184.2% |
| All | +806.2% | +42.1% | +764.1% | +508.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling