+26.8%
IP vs PPG
+63.3%
-36.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.3% |
| 7D | -3.0% | +0.3% | -3.4% | -3.3% |
| 30D | +10.6% | +20.5% | -9.9% | -2.7% |
| 3M | -13.6% | +5.3% | -18.9% | -16.6% |
| 6M | +10.4% | +15.8% | -5.4% | +0.3% |
| YTD | -6.5% | +24.6% | -31.1% | -19.5% |
| 1Y | -2.1% | +33.6% | -35.7% | -19.6% |
| 3Y | +22.0% | +5.0% | +17.0% | +15.3% |
| 5Y | -9.7% | -14.0% | +4.3% | -5.0% |
| 10Y | +26.8% | +58.2% | -31.4% | -12.7% |
| All | +26.8% | +63.3% | -36.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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