+264.7%
PM vs FTAI
+2,582.9%
-2,318.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -4.9% | +0.7% | -5.5% | -4.9% |
| 30D | -3.4% | -12.1% | +8.7% | -2.6% |
| 3M | +5.2% | -21.3% | +26.5% | +6.5% |
| 6M | +3.7% | -30.2% | +33.9% | +5.5% |
| YTD | +15.8% | +0.3% | +15.5% | +13.9% |
| 1Y | +17.4% | +27.2% | -9.8% | +12.5% |
| 3Y | +116.9% | +443.9% | -326.9% | +66.4% |
| 5Y | +117.3% | +853.5% | -736.2% | +51.7% |
| 10Y | +193.8% | +3,169.1% | -2,975.3% | +71.3% |
| All | +264.7% | +2,582.9% | -2,318.2% | +111.4% |
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