+133.5%
PJT vs VOO
+82.8%
+50.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.7% |
| 7D | -10.7% | -0.8% | -9.9% | -10.1% |
| 30D | -4.2% | -1.1% | -3.1% | -3.2% |
| 3M | +6.1% | +3.9% | +2.3% | +2.7% |
| 6M | +19.0% | +13.6% | +5.4% | +6.3% |
| YTD | -1.9% | +12.7% | -14.6% | -11.6% |
| 1Y | -12.1% | +17.6% | -29.7% | -23.8% |
| 3Y | +116.1% | +77.3% | +38.8% | +37.4% |
| All | +133.5% | +82.8% | +50.7% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling