+3,076.9%
FTAI vs PNR
+66.2%
+3,010.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.5% |
| 7D | -5.2% | -6.0% | +0.8% | -1.6% |
| 30D | -17.9% | -14.0% | -3.9% | -10.3% |
| 3M | -22.7% | -21.7% | -1.0% | -12.4% |
| 6M | -28.0% | -37.3% | +9.3% | -6.2% |
| YTD | -5.0% | -45.1% | +40.2% | +32.7% |
| 1Y | +10.4% | -49.1% | +59.5% | +61.2% |
| 3Y | +425.2% | -14.8% | +440.1% | +454.1% |
| 5Y | +890.3% | -21.0% | +911.4% | +959.2% |
| All | +3,076.9% | +66.2% | +3,010.8% | +1,924.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling