+109.4%
PJP price history and return analytics
+226.9%
-117.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | -3.7% | -2.0% | -1.7% | -2.3% |
| 30D | 0.0% | -1.4% | +1.4% | +1.1% |
| 3M | +11.9% | +4.7% | +7.1% | +7.8% |
| 6M | +18.2% | +11.4% | +6.9% | +8.5% |
| YTD | +20.0% | +13.1% | +6.9% | +8.8% |
| 1Y | +35.7% | +19.0% | +16.7% | +18.2% |
| 3Y | +67.7% | +73.9% | -6.2% | +8.1% |
| 5Y | +64.9% | +65.4% | -0.5% | +9.5% |
| All | +109.4% | +226.9% | -117.4% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling