+10.2%
PCG vs FTAI
+902.5%
-892.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.0% | +0.5% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | +0.1% | +17.0% | -16.9% | -1.5% |
| 3M | -24.4% | -7.8% | -16.6% | -24.4% |
| 6M | -17.7% | -26.2% | +8.5% | -16.5% |
| YTD | -17.4% | +1.6% | -19.0% | -19.1% |
| 1Y | -19.4% | +22.2% | -41.5% | -22.4% |
| 3Y | -18.6% | +415.7% | -434.3% | -43.6% |
| 5Y | +10.2% | +932.0% | -921.8% | -37.8% |
| All | +10.2% | +902.5% | -892.3% | -37.8% |
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