+26.3%
PJIO vs VT
+66.5%
-40.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | -0.8% | +0.4% | -1.2% | -1.4% |
| 30D | -0.8% | +1.0% | -1.8% | -2.0% |
| 3M | -5.7% | +2.4% | -8.1% | -8.0% |
| 6M | +4.7% | +12.0% | -7.3% | -7.9% |
| YTD | +3.0% | +15.3% | -12.3% | -12.1% |
| 1Y | +1.6% | +22.6% | -21.0% | -18.8% |
| All | +26.3% | +66.5% | -40.2% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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