+208.8%
PM vs FTAI
+2,995.8%
-2,786.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.4% |
| 7D | +1.9% | -9.7% | +11.6% | +2.7% |
| 30D | +1.9% | -20.0% | +21.9% | +3.5% |
| 3M | +4.6% | -20.1% | +24.6% | +5.8% |
| 6M | +11.7% | -33.3% | +45.0% | +14.0% |
| YTD | +20.4% | -8.0% | +28.4% | +19.0% |
| 1Y | +19.0% | +8.0% | +11.0% | +15.3% |
| 3Y | +130.4% | +413.4% | -283.0% | +72.5% |
| 5Y | +131.5% | +858.6% | -727.1% | +54.5% |
| All | +208.8% | +2,995.8% | -2,786.9% | +74.7% |
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