+44.8%
PRG vs SPY
+14.6%
+30.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +7.5% |
| 7D | +29.2% | -0.7% | +29.9% | +30.0% |
| 30D | +29.1% | -1.0% | +30.1% | +30.3% |
| 3M | -12.7% | -0.3% | -12.4% | -12.5% |
| 6M | +12.0% | +7.3% | +4.6% | +3.0% |
| YTD | +36.9% | +13.3% | +23.6% | +19.4% |
| 1Y | +44.8% | +14.8% | +30.0% | +24.8% |
| All | +44.8% | +14.6% | +30.2% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling