+2,784.0%
PRG vs SPY
+3,091.8%
-307.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -14.0% | +0.1% | -14.1% | -14.0% |
| 3M | +15.4% | +2.0% | +13.4% | +13.9% |
| 6M | +16.9% | +13.0% | +3.9% | +7.7% |
| YTD | +34.9% | +13.5% | +21.3% | +23.9% |
| 1Y | +12.6% | +20.0% | -7.3% | -0.3% |
| 3Y | +18.3% | +77.2% | -58.9% | -19.1% |
| 5Y | -13.1% | +81.9% | -95.0% | -39.8% |
| 10Y | +97.7% | +314.1% | -216.3% | -8.6% |
| All | +2,784.0% | +3,091.8% | -307.8% | +434.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling