+324.6%
PCAR vs FTAI
+2,582.9%
-2,258.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.4% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -6.2% | -12.1% | +5.8% | -4.4% |
| 3M | +5.9% | -21.3% | +27.2% | +9.3% |
| 6M | +0.4% | -30.2% | +30.6% | +4.7% |
| YTD | +14.8% | +0.3% | +14.6% | +12.5% |
| 1Y | +30.1% | +27.2% | +2.9% | +21.7% |
| 3Y | +66.7% | +443.9% | -377.2% | +9.2% |
| 5Y | +166.1% | +853.5% | -687.4% | +51.0% |
| 10Y | +353.7% | +3,169.1% | -2,815.4% | +94.0% |
| All | +324.6% | +2,582.9% | -2,258.3% | +82.0% |
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 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