+8.0%
FTAI vs PRU
+18.5%
-10.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.5% | -3.2% |
| 7D | -9.7% | -3.8% | -5.8% | -7.9% |
| 30D | -20.0% | -2.0% | -18.0% | -19.2% |
| 3M | -20.1% | +14.0% | -34.0% | -25.7% |
| 6M | -33.3% | +27.2% | -60.5% | -42.0% |
| YTD | -8.0% | +9.1% | -17.1% | -16.5% |
| 1Y | +8.0% | +18.1% | -10.1% | -8.9% |
| All | +8.0% | +18.5% | -10.5% | -8.9% |
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