+408.4%
FTAI vs PFGC
+59.5%
+348.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -2.0% |
| 7D | -9.7% | -4.8% | -4.8% | -7.0% |
| 30D | -20.0% | -17.2% | -2.8% | -11.1% |
| 3M | -20.1% | -6.3% | -13.7% | -17.9% |
| 6M | -33.3% | +8.8% | -42.1% | -37.6% |
| YTD | -8.0% | +4.9% | -12.9% | -12.2% |
| 1Y | +8.0% | -9.5% | +17.5% | +11.7% |
| All | +408.4% | +59.5% | +348.8% | +281.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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