-1.7%
PEP vs FTAI
+11.7%
-13.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.6% | -0.2% |
| 7D | -1.0% | -5.2% | +4.3% | -1.1% |
| 30D | -0.7% | -17.9% | +17.2% | -1.2% |
| 3M | -4.1% | -22.7% | +18.6% | -4.7% |
| 6M | -13.1% | -28.0% | +14.9% | -13.8% |
| YTD | -2.1% | -5.0% | +2.8% | -2.4% |
| 1Y | -1.7% | +10.4% | -12.0% | -0.7% |
| All | -1.7% | +11.7% | -13.3% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling