-17.8%
PRG vs SPY
+74.0%
-91.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.6% |
| 7D | -3.1% | +3.3% | -6.4% | -7.0% |
| 30D | +23.2% | -2.7% | +25.9% | +27.1% |
| 3M | -8.3% | -1.7% | -6.6% | -6.5% |
| 6M | +9.1% | +3.1% | +6.0% | +4.4% |
| YTD | +29.3% | +11.9% | +17.4% | +11.4% |
| 1Y | +35.7% | +12.0% | +23.8% | +16.8% |
| 3Y | +39.4% | +78.2% | -38.8% | -38.7% |
| 5Y | -17.8% | +73.2% | -91.1% | -63.8% |
| All | -17.8% | +74.0% | -91.9% | -63.8% |
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 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