+636.6%
PJT vs SPY
+322.5%
+314.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.8% | -5.9% |
| 7D | -10.7% | -0.8% | -9.9% | -10.0% |
| 30D | -4.2% | -1.1% | -3.1% | -3.1% |
| 3M | +6.1% | +3.9% | +2.3% | +2.1% |
| 6M | +19.0% | +13.6% | +5.4% | +4.2% |
| YTD | -1.9% | +12.7% | -14.6% | -13.3% |
| 1Y | -12.1% | +17.5% | -29.6% | -25.8% |
| 3Y | +116.1% | +76.9% | +39.2% | +20.5% |
| 5Y | +135.5% | +83.6% | +51.9% | +24.3% |
| All | +636.6% | +322.5% | +314.1% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling