+3,244.4%
FTAI vs PR
+101.2%
+3,143.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +3.9% | -0.6% | +4.5% | +4.0% |
| 30D | -8.8% | +17.4% | -26.2% | -11.8% |
| 3M | -14.5% | +21.8% | -36.2% | -18.3% |
| 6M | -24.0% | +27.6% | -51.6% | -28.8% |
| YTD | +0.5% | +71.4% | -71.0% | -11.7% |
| 1Y | +19.1% | +78.3% | -59.2% | +3.5% |
| 3Y | +460.7% | +85.5% | +375.3% | +381.0% |
| 5Y | +947.3% | +422.7% | +524.7% | +597.2% |
| 10Y | +3,244.4% | +87.1% | +3,157.3% | +1,264.3% |
| All | +3,244.4% | +101.2% | +3,143.2% | +1,264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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