-11.1%
PCG vs FTAI
+448.1%
-459.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +5.4% | +3.9% | +1.5% | +5.3% |
| 30D | -15.1% | -8.8% | -6.3% | -15.0% |
| 3M | -9.8% | -14.5% | +4.7% | -9.6% |
| 6M | -18.0% | -24.0% | +6.0% | -17.8% |
| YTD | -7.2% | +0.5% | -7.7% | -7.9% |
| 1Y | +2.9% | +19.1% | -16.2% | +1.4% |
| 3Y | -11.1% | +460.7% | -471.8% | -31.9% |
| All | -11.1% | +448.1% | -459.2% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling