-75.0%
PRGO vs SPY
+304.1%
-379.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +7.2% | -0.6% | +7.8% | +7.6% |
| 30D | +11.8% | -3.7% | +15.4% | +14.9% |
| 3M | +35.9% | -2.7% | +38.6% | +38.7% |
| 6M | +50.5% | +2.2% | +48.3% | +47.4% |
| YTD | +29.4% | +10.8% | +18.6% | +19.5% |
| 1Y | +26.4% | +11.2% | +15.2% | +16.4% |
| 3Y | -31.2% | +76.5% | -107.7% | -56.4% |
| 5Y | -50.9% | +72.9% | -123.8% | -68.7% |
| 10Y | -75.0% | +304.8% | -379.8% | -92.3% |
| All | -75.0% | +304.1% | -379.1% | -92.3% |
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 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