Only some of the information it presents is obtained from the website.
Some of the explanations that are generated by the browser do not really explain what the website actually does. It might give examples of the types of data that could be collected, and what can be done with it, as generic information about those sorts of things, rather that provide explicit information from the website that explain what information is used and how.
Privacy policies have some predefined and rather vague properties, and allow the site to include their own explanations. Computers can read the property types, and make assumptions about them, but they can't understand what people write. Unfortunately browsers seem to just provide you with explanatory information using their own interpretations of the properties, the possible uses of such data, and not bother to include the explanations written by humans to go along with them.
MSIE 6 does this (makes wild speculations about what could be done, while looking as if it's explaining what the website actually does). Mozilla 1.7.3 presents far less speculative information about what the site might be able to do.
Websites can lie about what they do, and the privacy statement doesn't enforce client or server software to do what it says.
But in short; P3P is essentially useless, misleading, and confusing: They don't enforce sites doing what their policy says, you can't really tell what a site does with the data that they collect, and there's a bewildering array of options to configure what to do with them (for the webmaster and the browser).
This website doesn't have a P3P one, as it's mostly a waste of time and effort. But it does have a human-written statement about privacy that you can read.