-73.1%
PRGO vs SPY
+315.0%
-388.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.4% | +4.6% | +5.1% |
| 7D | +7.6% | +0.1% | +7.5% | +7.5% |
| 30D | +12.5% | -3.3% | +15.9% | +15.4% |
| 3M | +34.7% | -2.4% | +37.1% | +37.2% |
| 6M | +51.6% | +2.6% | +49.0% | +48.1% |
| YTD | +30.4% | +11.2% | +19.1% | +20.0% |
| 1Y | +25.7% | +13.4% | +12.3% | +14.0% |
| 3Y | -29.9% | +79.9% | -109.8% | -56.2% |
| 5Y | -56.0% | +72.2% | -128.1% | -71.8% |
| 10Y | -73.1% | +307.3% | -380.5% | -91.8% |
| All | -73.1% | +315.0% | -388.2% | -91.8% |
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 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