+858.6%
FTAI vs PFGC
+105.5%
+753.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -2.1% |
| 7D | -9.7% | -4.8% | -4.8% | -7.4% |
| 30D | -20.0% | -17.2% | -2.8% | -12.2% |
| 3M | -20.1% | -6.3% | -13.7% | -18.0% |
| 6M | -33.3% | +8.8% | -42.1% | -36.6% |
| YTD | -8.0% | +4.9% | -12.9% | -11.1% |
| 1Y | +8.0% | -9.5% | +17.5% | +11.7% |
| 3Y | +413.4% | +59.6% | +353.8% | +300.5% |
| 5Y | +858.6% | +113.5% | +745.1% | +547.2% |
| All | +858.6% | +105.5% | +753.1% | +547.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling