+4,568.3%
PG vs IP
+331.0%
+4,237.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.2% |
| 7D | +2.4% | -5.1% | +7.4% | +3.3% |
| 30D | +12.6% | +8.5% | +4.1% | +10.9% |
| 3M | +13.3% | -13.8% | +27.1% | +16.1% |
| 6M | +13.4% | +5.7% | +7.7% | +11.4% |
| YTD | +18.8% | -9.1% | +27.9% | +19.1% |
| 1Y | +16.5% | -0.8% | +17.3% | +14.8% |
| 3Y | +18.6% | +14.8% | +3.8% | +10.7% |
| 5Y | +28.8% | -11.5% | +40.4% | +25.0% |
| 10Y | +155.0% | +27.9% | +127.1% | +122.4% |
| All | +4,568.3% | +331.0% | +4,237.4% | +2,157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling