+3,076.9%
FTAI vs PPG
+26.9%
+3,050.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.0% |
| 7D | -5.2% | -6.2% | +1.0% | -1.0% |
| 30D | -17.9% | -7.9% | -10.0% | -13.3% |
| 3M | -22.7% | -10.2% | -12.5% | -17.1% |
| 6M | -28.0% | +2.7% | -30.7% | -28.7% |
| YTD | -5.0% | +4.9% | -9.8% | -7.7% |
| 1Y | +10.4% | -3.2% | +13.6% | +12.1% |
| 3Y | +425.2% | -17.0% | +442.2% | +470.5% |
| 5Y | +890.3% | -23.3% | +913.7% | +1,002.1% |
| All | +3,076.9% | +26.9% | +3,050.0% | +2,211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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