+858.6%
FTAI vs PFG
+108.9%
+749.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.3% |
| 7D | -9.7% | -3.0% | -6.7% | -7.9% |
| 30D | -20.0% | +2.5% | -22.5% | -21.3% |
| 3M | -20.1% | +6.1% | -26.1% | -23.6% |
| 6M | -33.3% | +31.3% | -64.6% | -44.6% |
| YTD | -8.0% | +33.6% | -41.6% | -24.7% |
| 1Y | +8.0% | +48.5% | -40.6% | -18.0% |
| 3Y | +413.4% | +69.6% | +343.8% | +252.7% |
| 5Y | +858.6% | +111.5% | +747.1% | +490.6% |
| All | +858.6% | +108.9% | +749.7% | +490.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling