+947.3%
FTAI vs PENG
+107.7%
+839.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +3.9% | +7.8% | -3.9% | +1.8% |
| 30D | -8.8% | -12.2% | +3.4% | -5.9% |
| 3M | -14.5% | -20.6% | +6.2% | -12.6% |
| 6M | -24.0% | +180.9% | -205.0% | -47.4% |
| YTD | +0.5% | +162.3% | -161.8% | -29.5% |
| 1Y | +19.1% | +107.3% | -88.2% | -11.4% |
| 3Y | +460.7% | +110.8% | +350.0% | +271.9% |
| 5Y | +947.3% | +117.8% | +829.5% | +613.0% |
| All | +947.3% | +107.7% | +839.6% | +613.0% |
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