+2,588.5%
FTAI vs PHM
+607.6%
+1,980.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.7% |
| 7D | +3.9% | -2.5% | +6.4% | +5.0% |
| 30D | -8.8% | -9.7% | +0.8% | -4.9% |
| 3M | -14.5% | +2.2% | -16.7% | -15.5% |
| 6M | -24.0% | -5.7% | -18.3% | -22.0% |
| YTD | +0.5% | +2.8% | -2.4% | -0.9% |
| 1Y | +19.1% | -14.4% | +33.5% | +25.9% |
| 3Y | +460.7% | +52.2% | +408.5% | +346.6% |
| 5Y | +947.3% | +154.3% | +793.1% | +544.6% |
| 10Y | +3,244.4% | +545.9% | +2,698.5% | +1,370.5% |
| All | +2,588.5% | +607.6% | +1,980.9% | +1,050.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling