+116.1%
PG vs FTAI
+3,098.4%
-2,982.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.5% |
| 7D | -0.8% | -5.2% | +4.4% | -0.6% |
| 30D | +0.8% | -17.9% | +18.7% | +1.4% |
| 3M | -1.3% | -22.7% | +21.4% | -0.7% |
| 6M | -3.8% | -28.0% | +24.2% | -3.2% |
| YTD | +3.6% | -5.0% | +8.6% | +3.3% |
| 1Y | -5.7% | +10.4% | -16.1% | -6.7% |
| 3Y | +1.6% | +425.2% | -423.6% | -9.4% |
| 5Y | +14.6% | +890.3% | -875.7% | -2.7% |
| All | +116.1% | +3,098.4% | -2,982.3% | +81.5% |
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