+45.3%
PFE vs FTAI
+2,582.9%
-2,537.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.2% |
| 7D | +1.8% | +0.7% | +1.1% | +1.7% |
| 30D | +10.2% | -12.1% | +22.3% | +11.0% |
| 3M | +12.7% | -21.3% | +34.0% | +14.0% |
| 6M | +10.5% | -30.2% | +40.8% | +12.2% |
| YTD | +20.2% | +0.3% | +19.9% | +18.8% |
| 1Y | +24.1% | +27.2% | -3.1% | +20.3% |
| 3Y | -3.6% | +443.9% | -447.4% | -20.8% |
| 5Y | -20.9% | +853.5% | -874.4% | -39.5% |
| 10Y | +35.8% | +3,169.1% | -3,133.2% | -5.1% |
| All | +45.3% | +2,582.9% | -2,537.6% | +3.6% |
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