+168.2%
PCAR vs FTAI
+891.0%
-722.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | 0.0% | +3.9% | -3.9% | -0.5% |
| 30D | -7.7% | -8.8% | +1.1% | -6.7% |
| 3M | +3.7% | -14.5% | +18.2% | +5.3% |
| 6M | +2.3% | -24.0% | +26.3% | +4.7% |
| YTD | +12.8% | +0.5% | +12.3% | +11.1% |
| 1Y | +27.8% | +19.1% | +8.6% | +22.5% |
| 3Y | +61.8% | +460.7% | -398.9% | +9.1% |
| 5Y | +168.2% | +947.3% | -779.1% | +54.0% |
| All | +168.2% | +891.0% | -722.8% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling