+264.4%
PCAR vs FTAI
+2,369.3%
-2,104.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | -1.4% | +10.7% | -12.1% | -3.8% |
| 3M | -18.1% | -16.4% | -1.7% | -16.8% |
| 6M | -4.0% | -32.2% | +28.2% | +0.2% |
| YTD | -1.5% | -7.7% | +6.3% | -3.3% |
| 1Y | +13.2% | +18.7% | -5.5% | +6.3% |
| 3Y | +35.8% | +354.3% | -318.5% | -9.0% |
| 5Y | +114.6% | +850.7% | -736.1% | +20.4% |
| 10Y | +289.6% | +2,664.3% | -2,374.7% | +69.5% |
| All | +264.4% | +2,369.3% | -2,104.9% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling