+32.5%
PFE vs FTAI
+2,995.8%
-2,963.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.3% |
| 7D | -4.0% | -9.7% | +5.7% | -3.4% |
| 30D | +3.9% | -20.0% | +23.9% | +5.3% |
| 3M | +9.9% | -20.1% | +29.9% | +11.1% |
| 6M | +5.3% | -33.3% | +38.6% | +7.2% |
| YTD | +16.8% | -8.0% | +24.8% | +16.0% |
| 1Y | +20.4% | +8.0% | +12.5% | +18.0% |
| 3Y | -2.1% | +413.4% | -415.5% | -20.0% |
| 5Y | -21.0% | +858.6% | -879.6% | -40.6% |
| All | +32.5% | +2,995.8% | -2,963.3% | -7.7% |
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 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