+260.6%
PCAR vs FTAI
+2,476.2%
-2,215.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +1.0% |
| 7D | +3.8% | -6.1% | +9.9% | +4.4% |
| 30D | -2.0% | +10.9% | -12.9% | -4.3% |
| 3M | -19.1% | -12.1% | -6.9% | -18.4% |
| 6M | -6.8% | -30.0% | +23.2% | -3.2% |
| YTD | -2.5% | -3.7% | +1.3% | -4.9% |
| 1Y | +9.7% | +14.8% | -5.1% | +3.6% |
| 3Y | +34.0% | +376.0% | -342.0% | -10.9% |
| 5Y | +113.3% | +886.6% | -773.2% | +19.0% |
| 10Y | +278.2% | +2,741.2% | -2,463.0% | +63.9% |
| All | +260.6% | +2,476.2% | -2,215.6% | +53.9% |
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