-76.5%
PRGO vs SPY
+307.0%
-383.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.7% |
| 7D | +2.5% | +2.6% | -0.1% | +0.5% |
| 30D | +1.8% | -2.0% | +3.8% | +3.3% |
| 3M | +29.2% | -2.8% | +32.0% | +31.9% |
| 6M | +55.9% | +2.1% | +53.7% | +52.8% |
| YTD | +24.9% | +11.5% | +13.4% | +14.8% |
| 1Y | +24.5% | +13.5% | +11.0% | +12.8% |
| 3Y | -33.0% | +77.7% | -110.7% | -57.8% |
| 5Y | -53.8% | +72.6% | -126.4% | -70.5% |
| All | -76.5% | +307.0% | -383.5% | -93.0% |
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