+4,200.1%
FTAI vs PR
+169.5%
+4,030.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +0.7% | +2.9% | -2.2% | +0.1% |
| 30D | -12.1% | +18.0% | -30.1% | -15.1% |
| 3M | -21.3% | +16.9% | -38.2% | -24.3% |
| 6M | -30.2% | +28.2% | -58.4% | -34.7% |
| YTD | +0.3% | +69.3% | -69.1% | -11.6% |
| 1Y | +27.2% | +69.5% | -42.3% | +11.7% |
| 3Y | +443.9% | +81.7% | +362.2% | +368.6% |
| 5Y | +853.5% | +422.2% | +431.3% | +535.7% |
| 10Y | +3,169.1% | +110.4% | +3,058.7% | +1,231.7% |
| All | +4,200.1% | +169.5% | +4,030.6% | +1,612.5% |
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