+583.2%
PJT vs VOO
+372.7%
+210.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.8% |
| 7D | -1.7% | -0.4% | -1.4% | -1.4% |
| 30D | +5.2% | -1.4% | +6.6% | +6.8% |
| 3M | +10.0% | +3.7% | +6.3% | +6.0% |
| 6M | +27.1% | +13.0% | +14.1% | +12.0% |
| YTD | +6.9% | +12.4% | -5.5% | -5.2% |
| 1Y | 0.0% | +18.6% | -18.6% | -16.1% |
| 3Y | +135.4% | +78.1% | +57.3% | +31.4% |
| 5Y | +154.6% | +82.3% | +72.4% | +36.7% |
| 10Y | +721.9% | +322.5% | +399.4% | +79.3% |
| All | +583.2% | +372.7% | +210.6% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling