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Thread: PIP Formula

  1. #1

    Default PIP Formula

    Can anyone tell me the formula that the TSP website uses to calculate one's end of month PIP?


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  3. #2

    Join Date
    Feb 2011
    Location
    Washington
    Posts
    9,573

    Default Re: PIP Formula

    I'm guessing:

    Value of your TSP now(EOM) - Value of your TSP a year ago(EOM)
    Value of your TSP a year ago(EOM)

    EOM = End of the Month

  4.  
  5. #3

    Default Re: PIP Formula

    Nope...It is some form of a division based formula. I've already calculated my overall percent return/CAGR, contribution percent return/CAGR, etc. on a yearly and running basis. The formulas to calculate all of these results are correct however none of them for example at the end of 2012 match my PIP reported on the TSP website at the end of 2012.

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  7. #4

    Join Date
    Feb 2011
    Location
    Washington
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    Default Re: PIP Formula

    Well, you can try putting your month end values for your TSP and use this:

    NewValue = (100*(1+PreviousValue)*(1+CurrentValue)-100)/100

    I stole that from the TSPTalk spreadsheet from here:
    TSP Calculator - Thrift Savings Plan

    I use a very customized version of the TSP Returns Calculator, but the cell formulas are the same.

    Maybe this is what you are looking for?

  8.  
  9. #5

    Join Date
    Feb 2007
    Location
    San Diego, CA
    Posts
    6,995

    Default Re: PIP Formula



    Is the Modified Dietz method used to calculate your PIP over a time frame and not to provide an ANNUALISATION which is a calculation of an annual rate of return.

    Wikipedia (Not my normal choice of research) provides a straight forward excel VBA function to use in your spreadsheets.

    Hope this helps.
    THIS IS WHERE I WOULD PUT SOMETHING TO REPRESENT MY THINKING, BUT THEN THEY SHOW UP!
    Tracker =
    Check my position

  10.  
  11. #6

    Join Date
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    Location
    Washington
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    9,573

    Default Re: PIP Formula

    Quote Originally Posted by Frixxxx View Post


    Is the Modified Dietz method used to calculate your PIP over a time frame and not to provide an ANNUALISATION which is a calculation of an annual rate of return.

    Wikipedia (Not my normal choice of research) provides a straight forward excel VBA function to use in your spreadsheets.

    Hope this helps.
    Wow, my brain hurts...


  12.  
  13. #7

    Join Date
    Feb 2007
    Location
    San Diego, CA
    Posts
    6,995

    Default Re: PIP Formula

    Quote Originally Posted by RealMoneyIssues View Post
    Wow, my brain hurts...

    Actually, this is pretty straight forward in the math category.

    Here's a little bit of an explanation where you can see it in action:
    LINK
    THIS IS WHERE I WOULD PUT SOMETHING TO REPRESENT MY THINKING, BUT THEN THEY SHOW UP!
    Tracker =
    Check my position

  14.  
  15. #8

    Default Re: PIP Formula

    Quote Originally Posted by Frixxxx View Post


    Is the Modified Dietz method used to calculate your PIP over a time frame and not to provide an ANNUALISATION which is a calculation of an annual rate of return.

    Wikipedia (Not my normal choice of research) provides a straight forward excel VBA function to use in your spreadsheets.

    Hope this helps.
    Just what I was looking for...Thanks!
    Last edited by blueroadster; 01-23-2013 at 10:40 AM. Reason: Spelling correction

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