+408.4%
FTAI vs PSA
+21.5%
+386.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -9.7% | -3.6% | -6.0% | -8.2% |
| 30D | -20.0% | -9.4% | -10.6% | -16.6% |
| 3M | -20.1% | -8.2% | -11.9% | -17.5% |
| 6M | -33.3% | -1.8% | -31.4% | -33.3% |
| YTD | -8.0% | +15.7% | -23.7% | -13.1% |
| 1Y | +8.0% | +6.3% | +1.7% | +4.6% |
| All | +408.4% | +21.5% | +386.9% | +365.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 3y: compounded portfolio wealth divided by compounded PSA 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…
3y analysis · Full analysis span regression · 6 months rolling