+908.9%
FTAI vs PSA
+13.7%
+895.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.0% |
| 7D | -5.2% | -1.8% | -3.4% | -4.3% |
| 30D | -17.9% | -8.4% | -9.5% | -14.3% |
| 3M | -22.7% | -7.8% | -14.9% | -20.1% |
| 6M | -28.0% | +0.8% | -28.8% | -28.5% |
| YTD | -5.0% | +16.5% | -21.4% | -11.8% |
| 1Y | +10.4% | +4.7% | +5.7% | +7.2% |
| 3Y | +425.2% | +21.1% | +404.2% | +358.7% |
| All | +908.9% | +13.7% | +895.2% | +889.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling