+251.1%
PH vs FTAI
+929.6%
-678.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | +0.5% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -10.3% | -13.6% | +3.4% | -7.9% |
| 3M | +5.1% | -20.6% | +25.6% | +9.1% |
| 6M | +2.3% | -32.6% | +34.9% | +8.6% |
| YTD | +8.7% | -5.4% | +14.1% | +7.3% |
| 1Y | +26.8% | +12.9% | +13.9% | +19.6% |
| 3Y | +139.2% | +428.1% | -288.9% | +30.0% |
| 5Y | +251.1% | +863.0% | -611.9% | +51.6% |
| All | +251.1% | +929.6% | -678.5% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling