+272.5%
PM vs FTAI
+2,658.1%
-2,385.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.3% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | -3.2% | +10.7% | -13.9% | -4.3% |
| 3M | +6.2% | -16.4% | +22.6% | +7.0% |
| 6M | +7.7% | -32.2% | +39.9% | +9.8% |
| YTD | +27.3% | -7.7% | +35.0% | +25.2% |
| 1Y | +32.8% | +18.7% | +14.0% | +27.3% |
| 3Y | +150.0% | +354.3% | -204.3% | +89.4% |
| 5Y | +164.2% | +850.7% | -686.5% | +75.2% |
| All | +272.5% | +2,658.1% | -2,385.6% | +107.7% |
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