+3,076.9%
FTAI vs PFG
+251.1%
+2,825.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.3% | +2.7% |
| 7D | -5.2% | -0.4% | -4.8% | -4.9% |
| 30D | -17.9% | +2.9% | -20.8% | -19.3% |
| 3M | -22.7% | +6.7% | -29.4% | -26.2% |
| 6M | -28.0% | +33.8% | -61.8% | -40.0% |
| YTD | -5.0% | +35.0% | -39.9% | -21.5% |
| 1Y | +10.4% | +46.4% | -36.0% | -13.5% |
| 3Y | +425.2% | +71.7% | +353.6% | +271.0% |
| 5Y | +890.3% | +113.7% | +776.7% | +504.9% |
| All | +3,076.9% | +251.1% | +2,825.8% | +1,189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling