-78.7%
PRGO vs SPY
+311.3%
-390.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.8% |
| 7D | +1.0% | +0.5% | +0.5% | +0.6% |
| 30D | +15.9% | -0.9% | +16.8% | +16.7% |
| 3M | +28.2% | +3.9% | +24.3% | +24.1% |
| 6M | +42.4% | +14.5% | +27.9% | +28.0% |
| YTD | +12.1% | +12.9% | -0.8% | +2.0% |
| 1Y | -30.1% | +19.4% | -49.5% | -39.2% |
| 3Y | -50.0% | +78.5% | -128.4% | -68.7% |
| 5Y | -60.4% | +81.8% | -142.1% | -76.0% |
| 10Y | -78.7% | +311.5% | -390.2% | -94.7% |
| All | -78.7% | +311.3% | -390.0% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling