+818.8%
PH vs FTAI
+2,369.3%
-1,550.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.3% |
| 7D | +4.3% | +0.2% | +4.1% | +4.2% |
| 30D | +0.1% | +10.7% | -10.5% | -3.0% |
| 3M | -9.4% | -16.4% | +7.0% | -6.6% |
| 6M | +8.8% | -32.2% | +41.0% | +16.8% |
| YTD | +9.6% | -7.7% | +17.3% | +7.0% |
| 1Y | +14.4% | +18.7% | -4.3% | +4.2% |
| 3Y | +134.5% | +354.3% | -219.8% | +26.8% |
| 5Y | +204.4% | +850.7% | -646.3% | +26.2% |
| 10Y | +697.3% | +2,664.3% | -1,967.0% | +135.0% |
| All | +818.8% | +2,369.3% | -1,550.5% | +163.0% |
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