+2,047.9%
FTAI vs PENG
+597.2%
+1,450.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +12.4% | -1.4% | +8.0% |
| 7D | -3.7% | -19.4% | +15.7% | +0.7% |
| 30D | +3.1% | -42.4% | +45.5% | +15.6% |
| 3M | -18.3% | -25.6% | +7.3% | -14.5% |
| 6M | -36.6% | +7.3% | -43.9% | -42.1% |
| YTD | -7.9% | +113.9% | -121.8% | -29.5% |
| 1Y | +12.0% | +93.6% | -81.6% | -12.4% |
| 3Y | +361.5% | +170.2% | +191.3% | +218.5% |
| 5Y | +819.9% | +44.2% | +775.7% | +581.5% |
| All | +2,047.9% | +597.2% | +1,450.7% | +1,147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling