+285.9%
PCAR vs FTAI
+2,699.0%
-2,413.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.0% |
| 7D | +2.1% | +12.9% | -10.8% | 0.0% |
| 30D | -1.2% | +9.9% | -11.1% | -3.4% |
| 3M | -18.6% | -19.1% | +0.5% | -16.8% |
| 6M | -5.1% | -30.9% | +25.8% | -1.2% |
| YTD | -1.8% | -6.3% | +4.6% | -3.7% |
| 1Y | +10.6% | +20.0% | -9.4% | +3.8% |
| 3Y | +34.9% | +363.0% | -328.1% | -10.1% |
| 5Y | +114.0% | +864.8% | -750.8% | +19.1% |
| All | +285.9% | +2,699.0% | -2,413.1% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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