+947.3%
FTAI vs PRU
+45.5%
+901.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.7% |
| 7D | +3.9% | +1.9% | +2.0% | +2.6% |
| 30D | -8.8% | -0.4% | -8.4% | -8.6% |
| 3M | -14.5% | +16.4% | -30.9% | -23.6% |
| 6M | -24.0% | +26.0% | -50.1% | -35.8% |
| YTD | +0.5% | +9.9% | -9.4% | -7.1% |
| 1Y | +19.1% | +18.8% | +0.3% | +3.9% |
| 3Y | +460.7% | +45.4% | +415.4% | +316.1% |
| 5Y | +947.3% | +45.6% | +901.8% | +692.8% |
| All | +947.3% | +45.5% | +901.9% | +692.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling