+156.9%
PG vs IP
+31.6%
+125.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.2% |
| 7D | +2.9% | -3.0% | +5.9% | +3.5% |
| 30D | +12.0% | +10.6% | +1.4% | +9.8% |
| 3M | +16.2% | -13.6% | +29.8% | +19.2% |
| 6M | +16.6% | +10.4% | +6.2% | +13.5% |
| YTD | +20.9% | -6.5% | +27.3% | +20.6% |
| 1Y | +17.8% | -2.1% | +20.0% | +16.4% |
| 3Y | +21.2% | +22.0% | -0.8% | +9.1% |
| 5Y | +31.7% | -9.7% | +41.4% | +26.3% |
| 10Y | +156.9% | +26.8% | +130.1% | +112.1% |
| All | +156.9% | +31.6% | +125.3% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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