+90.2%
PJT vs VT
+57.4%
+32.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +0.1% |
| 7D | -0.8% | +0.4% | -1.2% | -1.1% |
| 30D | +10.9% | -2.6% | +13.5% | +13.6% |
| 3M | -11.0% | -3.2% | -7.8% | -8.3% |
| 6M | -1.2% | +0.9% | -2.2% | -2.2% |
| YTD | -8.5% | +11.3% | -19.8% | -17.2% |
| 1Y | -8.1% | +14.0% | -22.1% | -18.6% |
| 3Y | +90.8% | +75.8% | +14.9% | +19.2% |
| 5Y | +90.2% | +57.8% | +32.3% | +34.4% |
| All | +90.2% | +57.4% | +32.8% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling