+3,076.9%
FTAI vs PSLV
+190.6%
+2,886.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | -5.2% | -3.5% | -1.8% | -4.4% |
| 30D | -17.9% | -2.1% | -15.8% | -17.5% |
| 3M | -22.7% | -1.6% | -21.1% | -22.7% |
| 6M | -28.0% | -25.5% | -2.5% | -22.8% |
| YTD | -5.0% | -11.4% | +6.5% | -5.6% |
| 1Y | +10.4% | +48.6% | -38.2% | -4.4% |
| 3Y | +425.2% | +166.9% | +258.4% | +285.9% |
| 5Y | +890.3% | +152.4% | +737.9% | +624.0% |
| All | +3,076.9% | +190.6% | +2,886.4% | +1,903.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling