+2,361.6%
FTAI vs PNR
+60.0%
+2,301.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.0% |
| 7D | -9.7% | -5.5% | -4.2% | -6.8% |
| 30D | -20.0% | -15.6% | -4.4% | -12.2% |
| 3M | -20.1% | -20.2% | +0.1% | -11.0% |
| 6M | -33.3% | -36.6% | +3.3% | -15.0% |
| YTD | -8.0% | -45.0% | +37.0% | +25.5% |
| 1Y | +8.0% | -47.4% | +55.4% | +50.9% |
| 3Y | +413.4% | -13.7% | +427.1% | +439.5% |
| 5Y | +858.6% | -20.8% | +879.4% | +923.0% |
| 10Y | +3,003.7% | +65.2% | +2,938.5% | +2,015.6% |
| All | +2,361.6% | +60.0% | +2,301.6% | +1,483.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling