+388.9%
PSX vs FTAI
+2,369.3%
-1,980.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.0% |
| 7D | +7.8% | +0.2% | +7.6% | +7.6% |
| 30D | -10.9% | +10.7% | -21.6% | -13.4% |
| 3M | +14.5% | -16.4% | +30.9% | +16.9% |
| 6M | +56.1% | -32.2% | +88.3% | +63.7% |
| YTD | +109.6% | -7.7% | +117.3% | +99.1% |
| 1Y | +95.5% | +18.7% | +76.8% | +74.1% |
| 3Y | +156.2% | +354.3% | -198.1% | +37.7% |
| 5Y | +310.0% | +850.7% | -540.7% | +65.9% |
| 10Y | +368.0% | +2,664.3% | -2,296.3% | +32.9% |
| All | +388.9% | +2,369.3% | -1,980.4% | +36.3% |
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