+95.5%
PEP vs FTAI
+2,658.1%
-2,562.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +12.5% | +10.7% | +1.8% | +11.9% |
| 3M | +4.5% | -16.4% | +21.0% | +4.9% |
| 6M | -0.5% | -32.2% | +31.7% | +0.4% |
| YTD | +4.4% | -7.7% | +12.1% | +3.6% |
| 1Y | +4.4% | +18.7% | -14.4% | +2.3% |
| 3Y | -3.4% | +354.3% | -357.7% | -16.1% |
| 5Y | +5.2% | +850.7% | -845.5% | -15.2% |
| All | +95.5% | +2,658.1% | -2,562.6% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling