+908.9%
FTAI vs PHM
+156.2%
+752.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.6% |
| 7D | -5.2% | -5.0% | -0.2% | -3.2% |
| 30D | -17.9% | -8.4% | -9.5% | -14.8% |
| 3M | -22.7% | -4.4% | -18.3% | -21.4% |
| 6M | -28.0% | -3.7% | -24.3% | -26.7% |
| YTD | -5.0% | +1.3% | -6.2% | -5.5% |
| 1Y | +10.4% | -14.0% | +24.4% | +16.3% |
| 3Y | +425.2% | +48.1% | +377.1% | +320.2% |
| All | +908.9% | +156.2% | +752.8% | +514.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling