-9.3%
PJIO price history and return analytics
+11.9%
-21.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -0.9% |
| 7D | +5.7% | +2.9% | +2.8% | +0.6% |
| 30D | -6.6% | -2.5% | -4.0% | -2.1% |
| 3M | -12.7% | -3.3% | -9.4% | -7.1% |
| 6M | -8.7% | +1.5% | -10.3% | -10.3% |
| YTD | -6.4% | +11.4% | -17.7% | -19.1% |
| 1Y | -9.3% | +11.9% | -21.2% | -22.1% |
| All | -9.3% | +11.9% | -21.2% | -22.1% |
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