+356.7%
IP vs PPG
+2,762.5%
-2,405.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.1% |
| 7D | -5.3% | -1.5% | -3.8% | -4.3% |
| 30D | -10.9% | -5.0% | -5.9% | -7.7% |
| 3M | +11.2% | +1.1% | +10.0% | +10.7% |
| 6M | -10.2% | -3.2% | -7.1% | -8.4% |
| YTD | -2.0% | +11.9% | -13.9% | -9.2% |
| 1Y | -19.1% | +5.3% | -24.4% | -22.0% |
| 3Y | +20.9% | -15.0% | +35.8% | +31.7% |
| 5Y | -17.8% | -19.6% | +1.8% | -10.0% |
| 10Y | +23.5% | +27.0% | -3.5% | -3.3% |
| All | +356.7% | +2,762.5% | -2,405.8% | -31.7% |
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 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