+367.9%
PCAR vs FTAI
+3,034.1%
-2,666.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | +0.4% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -6.9% | -13.6% | +6.8% | -4.9% |
| 3M | +2.1% | -20.6% | +22.7% | +5.2% |
| 6M | +1.6% | -32.6% | +34.2% | +6.5% |
| YTD | +12.2% | -5.4% | +17.6% | +11.0% |
| 1Y | +28.0% | +12.9% | +15.2% | +22.2% |
| 3Y | +61.0% | +428.1% | -367.2% | +5.2% |
| 5Y | +163.9% | +863.0% | -699.1% | +47.8% |
| 10Y | +367.9% | +3,092.6% | -2,724.7% | +98.7% |
| All | +367.9% | +3,034.1% | -2,666.2% | +98.7% |
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