+425.2%
FTAI vs PFG
+70.6%
+354.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.3% | +2.6% |
| 7D | -5.2% | -0.4% | -4.8% | -4.9% |
| 30D | -17.9% | +2.9% | -20.8% | -19.4% |
| 3M | -22.7% | +6.7% | -29.4% | -26.4% |
| 6M | -28.0% | +33.8% | -61.8% | -41.4% |
| YTD | -5.0% | +35.0% | -39.9% | -23.4% |
| 1Y | +10.4% | +46.4% | -36.0% | -16.2% |
| 3Y | +425.2% | +71.7% | +353.6% | +251.4% |
| All | +425.2% | +70.6% | +354.7% | +251.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling