+3,092.6%
FTAI vs PRU
+135.5%
+2,957.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.0% |
| 7D | -0.2% | -1.9% | +1.7% | +1.0% |
| 30D | -13.6% | -2.6% | -11.1% | -12.3% |
| 3M | -20.6% | +14.7% | -35.3% | -27.0% |
| 6M | -32.6% | +25.7% | -58.3% | -41.1% |
| YTD | -5.4% | +8.3% | -13.6% | -10.3% |
| 1Y | +12.9% | +17.3% | -4.4% | +1.9% |
| 3Y | +428.1% | +43.2% | +385.0% | +324.0% |
| 5Y | +863.0% | +43.5% | +819.5% | +668.5% |
| 10Y | +3,092.6% | +134.6% | +2,958.0% | +1,724.5% |
| All | +3,092.6% | +135.5% | +2,957.0% | +1,724.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling