-59.2%
PRGO vs SPY
+67.4%
-126.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +0.4% | -2.7% | +3.1% | +2.1% |
| 30D | +8.9% | -5.4% | +14.3% | +12.6% |
| 3M | +29.0% | -4.1% | +33.1% | +32.3% |
| 6M | +35.4% | +0.7% | +34.7% | +34.3% |
| YTD | +21.9% | +8.7% | +13.2% | +15.4% |
| 1Y | +13.7% | +10.9% | +2.8% | +6.3% |
| 3Y | -35.3% | +75.0% | -110.3% | -53.9% |
| All | -59.2% | +67.4% | -126.6% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling