-13.6%
IP vs PPG
-15.7%
+2.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.3% |
| 7D | -0.3% | +0.7% | -1.0% | -0.7% |
| 30D | +7.9% | +17.6% | -9.6% | -2.7% |
| 3M | -15.3% | +7.5% | -22.8% | -19.1% |
| 6M | +10.5% | +17.6% | -7.1% | +0.3% |
| YTD | -9.4% | +22.6% | -31.9% | -20.1% |
| 1Y | -4.6% | +28.0% | -32.6% | -18.0% |
| 3Y | +21.2% | +1.8% | +19.5% | +16.6% |
| All | -13.6% | -15.7% | +2.0% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling