+3.2%
PEP vs FTAI
+929.6%
-926.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.8% | +4.5% | -1.2% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +0.3% | -13.6% | +14.0% | +0.5% |
| 3M | -3.2% | -20.6% | +17.3% | -3.1% |
| 6M | -13.6% | -32.6% | +19.0% | -13.3% |
| YTD | -1.9% | -5.4% | +3.5% | -2.3% |
| 1Y | -0.6% | +12.9% | -13.5% | -1.5% |
| 3Y | -13.6% | +428.1% | -441.7% | -24.8% |
| 5Y | +3.2% | +863.0% | -859.8% | -17.7% |
| All | +3.2% | +929.6% | -926.4% | -17.7% |
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 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