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1. ## PIP Formula

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

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3. ## 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  Reply With Quote

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5. ## 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.  Reply With Quote

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7. ## 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?  Reply With Quote

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9. ## 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.  Reply With Quote

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11. ## Re: PIP Formula Originally Posted by Frixxxx  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...   Reply With Quote

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13. ## Re: PIP Formula Originally Posted by RealMoneyIssues 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:  Reply With Quote

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15. ## Re: PIP Formula Originally Posted by Frixxxx  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  Reply With Quote

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