+4,255.9%
FTAI vs PR
+149.9%
+4,106.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.1% | +11.4% | +10.5% |
| 7D | +0.5% | -12.4% | +12.9% | +3.4% |
| 30D | +17.0% | -6.6% | +23.5% | +18.5% |
| 3M | -7.8% | +7.5% | -15.3% | -9.5% |
| 6M | -26.2% | +10.8% | -36.9% | -28.5% |
| YTD | +1.6% | +57.0% | -55.4% | -9.4% |
| 1Y | +22.2% | +67.9% | -45.8% | +7.4% |
| 3Y | +415.7% | +87.6% | +328.1% | +342.3% |
| 5Y | +932.0% | +220.4% | +711.7% | +657.4% |
| 10Y | +3,000.8% | +64.8% | +2,935.9% | +1,202.5% |
| All | +4,255.9% | +149.9% | +4,106.0% | +1,656.3% |
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 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