+48.5%
PFE vs FTAI
+2,699.0%
-2,650.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.8% |
| 7D | -2.1% | +12.9% | -15.0% | -2.9% |
| 30D | +3.1% | +9.9% | -6.8% | +2.2% |
| 3M | +11.2% | -19.1% | +30.3% | +12.1% |
| 6M | +15.0% | -30.9% | +45.9% | +16.8% |
| YTD | +23.5% | -6.3% | +29.9% | +22.2% |
| 1Y | +18.9% | +20.0% | -1.1% | +15.4% |
| 3Y | +18.7% | +363.0% | -344.2% | -2.0% |
| 5Y | -24.0% | +864.8% | -888.8% | -42.8% |
| All | +48.5% | +2,699.0% | -2,650.5% | +11.5% |
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