+2,588.5%
FTAI vs PFG
+236.1%
+2,352.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.0% |
| 7D | +3.9% | +6.0% | -2.1% | +0.5% |
| 30D | -8.8% | +2.2% | -11.1% | -10.0% |
| 3M | -14.5% | +10.4% | -24.8% | -19.8% |
| 6M | -24.0% | +27.8% | -51.8% | -34.5% |
| YTD | +0.5% | +33.6% | -33.2% | -15.7% |
| 1Y | +19.1% | +49.3% | -30.2% | -6.6% |
| 3Y | +460.7% | +69.7% | +391.0% | +306.6% |
| 5Y | +947.3% | +111.3% | +836.0% | +564.3% |
| 10Y | +3,244.4% | +240.3% | +3,004.1% | +1,398.1% |
| All | +2,588.5% | +236.1% | +2,352.4% | +1,068.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling