+29.8%
PG vs IP
-12.0%
+41.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.1% |
| 7D | +2.4% | -5.1% | +7.4% | +3.0% |
| 30D | +12.6% | +8.5% | +4.1% | +11.5% |
| 3M | +13.3% | -13.8% | +27.1% | +15.1% |
| 6M | +13.4% | +5.7% | +7.7% | +12.2% |
| YTD | +18.8% | -9.1% | +27.9% | +19.0% |
| 1Y | +16.5% | -0.8% | +17.3% | +15.4% |
| 3Y | +18.6% | +14.8% | +3.8% | +11.1% |
| All | +29.8% | -12.0% | +41.8% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling