-13.8%
PEP vs FTAI
+454.0%
-467.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.1% | +3.9% | -3.8% | +0.2% |
| 30D | +0.7% | -8.8% | +9.5% | +0.5% |
| 3M | -0.5% | -14.5% | +13.9% | -0.7% |
| 6M | -11.3% | -24.0% | +12.7% | -11.6% |
| YTD | -0.6% | +0.5% | -1.1% | -0.6% |
| 1Y | +1.7% | +19.1% | -17.4% | +1.9% |
| All | -13.8% | +454.0% | -467.8% | -11.9% |
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