+88.8%
PPL vs FTAI
+2,617.7%
-2,528.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.3% | -10.6% | -1.2% |
| 7D | -1.2% | +0.5% | -1.8% | -1.5% |
| 30D | +4.2% | +17.0% | -12.7% | +2.3% |
| 3M | +1.5% | -7.8% | +9.4% | +1.6% |
| 6M | +1.0% | -26.2% | +27.2% | +2.8% |
| YTD | +4.4% | +1.6% | +2.8% | +1.9% |
| 1Y | +0.8% | +22.2% | -21.4% | -3.8% |
| 3Y | +56.5% | +415.7% | -359.2% | +16.0% |
| 5Y | +47.7% | +932.0% | -884.4% | -3.8% |
| 10Y | +64.4% | +3,000.8% | -2,936.4% | -8.8% |
| All | +88.8% | +2,617.7% | -2,528.9% | +0.6% |
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 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