+52.1%
PFE vs FTAI
+2,476.2%
-2,424.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.7% | +0.8% |
| 7D | -0.7% | -6.1% | +5.4% | -0.5% |
| 30D | +5.3% | +10.9% | -5.6% | +4.3% |
| 3M | +10.1% | -12.1% | +22.3% | +10.5% |
| 6M | +18.0% | -30.0% | +48.0% | +19.8% |
| YTD | +25.8% | -3.7% | +29.5% | +24.2% |
| 1Y | +28.4% | +14.8% | +13.6% | +25.1% |
| 3Y | +20.9% | +376.0% | -355.0% | +0.2% |
| 5Y | -21.5% | +886.6% | -908.1% | -40.5% |
| 10Y | +46.2% | +2,741.2% | -2,695.0% | +2.7% |
| All | +52.1% | +2,476.2% | -2,424.1% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling