+16.5%
FTAI vs PNR
-31.2%
+47.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.3% | -13.8% | -11.7% |
| 7D | +7.4% | +11.9% | -4.5% | +2.9% |
| 30D | +9.0% | +37.1% | -28.1% | -3.3% |
| 3M | -18.9% | +5.7% | -24.6% | -20.6% |
| 6M | -24.9% | -5.7% | -19.2% | -23.3% |
| YTD | -8.3% | -29.8% | +21.5% | +0.6% |
| 1Y | +16.5% | -31.8% | +48.3% | +29.4% |
| All | +16.5% | -31.2% | +47.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling