+381.3%
PSX vs FTAI
+2,432.1%
-2,050.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +1.8% |
| 7D | +1.8% | -0.2% | +2.0% | +1.7% |
| 30D | +21.6% | -13.6% | +35.3% | +24.8% |
| 3M | +46.5% | -20.6% | +67.0% | +50.9% |
| 6M | +62.0% | -32.6% | +94.6% | +69.2% |
| YTD | +106.3% | -5.4% | +111.7% | +97.2% |
| 1Y | +103.0% | +12.9% | +90.1% | +84.0% |
| 3Y | +135.5% | +428.1% | -292.6% | +22.3% |
| 5Y | +368.5% | +863.0% | -494.5% | +91.1% |
| 10Y | +386.6% | +3,092.6% | -2,706.0% | +36.5% |
| All | +381.3% | +2,432.1% | -2,050.8% | +35.0% |
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