+4,096.7%
FTAI vs PR
+159.2%
+3,937.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.1% | +1.1% |
| 7D | +6.7% | -0.5% | +7.2% | +6.9% |
| 30D | +15.7% | -4.6% | +20.3% | +16.7% |
| 3M | -14.9% | +4.7% | -19.6% | -16.0% |
| 6M | -31.4% | +12.4% | -43.9% | -33.7% |
| YTD | -2.1% | +62.9% | -65.0% | -13.3% |
| 1Y | +23.6% | +70.6% | -47.0% | +8.4% |
| 3Y | +383.8% | +90.0% | +293.7% | +313.7% |
| 5Y | +913.3% | +255.5% | +657.8% | +629.0% |
| 10Y | +2,831.2% | +78.7% | +2,752.5% | +1,116.5% |
| All | +4,096.7% | +159.2% | +3,937.5% | +1,579.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling