-9.7%
PJT vs VT
+13.3%
-23.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +2.6% | -1.6% | +4.2% | +4.0% |
| 30D | +5.7% | -2.5% | +8.2% | +7.9% |
| 3M | -13.9% | -1.3% | -12.6% | -13.0% |
| 6M | -5.0% | +3.1% | -8.1% | -7.7% |
| YTD | -11.9% | +10.9% | -22.9% | -20.2% |
| All | -9.7% | +13.3% | -23.0% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling