+856.3%
FTAI vs PRU
+42.1%
+814.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.1% |
| 7D | +0.2% | +3.6% | -3.4% | -2.1% |
| 30D | +10.7% | +8.9% | +1.8% | +3.7% |
| 3M | -16.4% | +0.2% | -16.6% | -17.1% |
| 6M | -32.2% | +23.7% | -55.9% | -42.5% |
| YTD | -7.7% | +13.7% | -21.5% | -17.3% |
| 1Y | +18.7% | +20.6% | -1.9% | +1.9% |
| 3Y | +354.3% | +56.3% | +298.0% | +216.1% |
| All | +856.3% | +42.1% | +814.2% | +629.5% |
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 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