-48.6%
PRGO vs SPY
+80.4%
-129.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +4.8% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +14.7% | +0.1% | +14.7% | +14.7% |
| 3M | +42.7% | +2.0% | +40.7% | +40.4% |
| 6M | +33.6% | +13.0% | +20.6% | +21.8% |
| YTD | +14.8% | +13.5% | +1.2% | +4.3% |
| 1Y | -31.4% | +20.0% | -51.4% | -39.8% |
| All | -48.6% | +80.4% | -129.0% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling