+15.0%
PFE vs FTAI
-33.1%
+48.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -2.1% |
| 7D | -2.1% | +12.9% | -15.0% | -1.9% |
| 30D | +3.1% | +9.9% | -6.8% | +3.2% |
| 3M | +11.2% | -19.1% | +30.3% | +10.9% |
| 6M | +15.0% | -30.9% | +45.9% | +14.5% |
| All | +15.0% | -33.1% | +48.1% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling