+323.5%
IP vs PPG
+3,013.1%
-2,689.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.3% |
| 7D | -5.1% | +2.4% | -7.5% | -6.6% |
| 30D | +8.5% | +16.5% | -7.9% | -2.1% |
| 3M | -13.8% | +5.1% | -18.9% | -16.7% |
| 6M | +5.7% | +11.1% | -5.4% | -1.1% |
| YTD | -9.1% | +21.7% | -30.8% | -20.4% |
| 1Y | -0.8% | +32.0% | -32.8% | -17.7% |
| 3Y | +14.8% | +2.8% | +12.0% | +10.5% |
| 5Y | -11.5% | -16.5% | +5.0% | -5.3% |
| 10Y | +27.9% | +59.3% | -31.4% | -13.6% |
| All | +323.5% | +3,013.1% | -2,689.6% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling