+16.5%
FTAI vs PRU
+27.9%
-11.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +6.6% | -17.1% | -12.8% |
| 7D | +7.4% | +9.8% | -2.3% | +3.3% |
| 30D | +9.0% | +11.6% | -2.6% | +3.9% |
| 3M | -18.9% | +3.7% | -22.6% | -20.0% |
| 6M | -24.9% | +33.0% | -57.8% | -36.5% |
| YTD | -8.3% | +16.6% | -24.8% | -20.9% |
| 1Y | +16.5% | +26.9% | -10.4% | -3.4% |
| All | +16.5% | +27.9% | -11.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling