+64.3%
PGRO vs SPY
+82.3%
-18.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | -0.2% |
| 7D | -0.8% | -0.8% | 0.0% | +0.2% |
| 30D | -1.8% | -1.1% | -0.8% | -0.5% |
| 3M | +0.2% | +3.9% | -3.7% | -4.2% |
| 6M | +9.7% | +13.6% | -3.9% | -5.8% |
| YTD | +4.5% | +12.7% | -8.1% | -9.3% |
| 1Y | +6.4% | +17.5% | -11.1% | -12.1% |
| 3Y | +76.5% | +76.9% | -0.4% | -10.1% |
| All | +64.3% | +82.3% | -18.0% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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