-71.8%
PCG vs FTAI
+2,518.4%
-2,590.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | -2.2% | +6.7% | -8.9% | -3.3% |
| 30D | -0.5% | +15.7% | -16.2% | -3.0% |
| 3M | -24.0% | -14.9% | -9.1% | -23.0% |
| 6M | -18.6% | -31.4% | +12.8% | -15.8% |
| YTD | -17.7% | -2.1% | -15.5% | -20.1% |
| 1Y | -20.0% | +23.6% | -43.6% | -25.2% |
| 3Y | -20.2% | +383.8% | -404.0% | -47.3% |
| 5Y | +8.4% | +913.3% | -904.9% | -40.7% |
| 10Y | -76.4% | +2,831.2% | -2,907.6% | -89.6% |
| All | -71.8% | +2,518.4% | -2,590.2% | -87.9% |
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