+599.2%
PJT vs SPY
+371.4%
+227.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +1.4% | +0.5% | +0.9% | +0.9% |
| 30D | +6.4% | -0.9% | +7.4% | +7.6% |
| 3M | +16.0% | +3.9% | +12.1% | +11.5% |
| 6M | +26.9% | +14.5% | +12.4% | +10.3% |
| YTD | +9.4% | +12.9% | -3.5% | -3.4% |
| 1Y | +1.1% | +19.4% | -18.3% | -15.9% |
| 3Y | +140.9% | +78.5% | +62.4% | +33.6% |
| 5Y | +158.5% | +81.8% | +76.8% | +38.6% |
| 10Y | +710.8% | +311.5% | +399.3% | +77.9% |
| All | +599.2% | +371.4% | +227.8% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling