+2.9%
PEP vs FTAI
+875.1%
-872.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -1.1% |
| 7D | -0.3% | +12.9% | -13.2% | -0.4% |
| 30D | +11.8% | +9.9% | +1.9% | +11.5% |
| 3M | +3.7% | -19.1% | +22.8% | +3.9% |
| 6M | -4.3% | -30.9% | +26.5% | -4.0% |
| YTD | +2.1% | -6.3% | +8.5% | +1.6% |
| 1Y | +2.5% | +20.0% | -17.5% | +1.3% |
| 3Y | -5.0% | +363.0% | -368.0% | -17.4% |
| 5Y | +2.9% | +864.8% | -861.9% | -18.8% |
| All | +2.9% | +875.1% | -872.3% | -18.8% |
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