+425.2%
FTAI vs PHM
+49.3%
+375.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.7% |
| 7D | -5.2% | -5.0% | -0.2% | -3.2% |
| 30D | -17.9% | -8.4% | -9.5% | -14.9% |
| 3M | -22.7% | -4.4% | -18.3% | -21.4% |
| 6M | -28.0% | -3.7% | -24.3% | -26.9% |
| YTD | -5.0% | +1.3% | -6.2% | -5.3% |
| 1Y | +10.4% | -14.0% | +24.4% | +15.5% |
| 3Y | +425.2% | +48.1% | +377.1% | +305.5% |
| All | +425.2% | +49.3% | +375.9% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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