-19.2%
IP vs PPG
+2.7%
-21.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | 0.0% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | -11.2% | -7.8% | -3.5% | -5.2% |
| 3M | +12.3% | -2.2% | +14.5% | +14.7% |
| 6M | -5.2% | +4.1% | -9.4% | -8.7% |
| YTD | -4.0% | +9.1% | -13.0% | -11.7% |
| 1Y | -19.2% | +1.0% | -20.2% | -25.0% |
| All | -19.2% | +2.7% | -21.9% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling