+806.2%
FTAI vs PR
+225.0%
+581.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.0% | +10.5% |
| 7D | -3.7% | -16.4% | +12.7% | +0.4% |
| 30D | +3.1% | -1.9% | +5.0% | +3.5% |
| 3M | -18.3% | +8.0% | -26.3% | -20.3% |
| 6M | -36.6% | +4.1% | -40.7% | -38.0% |
| YTD | -7.9% | +58.7% | -66.6% | -21.3% |
| 1Y | +12.0% | +75.8% | -63.9% | -7.3% |
| 3Y | +361.5% | +73.2% | +288.4% | +279.8% |
| All | +806.2% | +225.0% | +581.2% | +544.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling