+116.1%
PJT vs VOO
+77.4%
+38.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.9% |
| 7D | -10.7% | -0.8% | -9.9% | -9.9% |
| 30D | -4.2% | -1.1% | -3.1% | -3.0% |
| 3M | +6.1% | +3.9% | +2.3% | +1.8% |
| 6M | +19.0% | +13.6% | +5.4% | +3.3% |
| YTD | -1.9% | +12.7% | -14.6% | -14.0% |
| 1Y | -12.1% | +17.6% | -29.7% | -26.6% |
| 3Y | +116.1% | +77.3% | +38.8% | +20.4% |
| All | +116.1% | +77.4% | +38.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 3y: compounded portfolio wealth divided by compounded VOO 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…
3y analysis · Full analysis span regression · 6 months rolling