-4.6%
PRGO vs SPY
+3,091.8%
-3,096.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.8% |
| YTD | +14.8% | +13.5% | +1.2% | +5.1% |
| 1Y | -31.4% | +20.0% | -51.4% | -39.6% |
| 3Y | -52.1% | +77.2% | -129.3% | -68.2% |
| 5Y | -56.1% | +81.9% | -137.9% | -71.8% |
| 10Y | -78.2% | +314.1% | -392.3% | -92.1% |
| All | -4.6% | +3,091.8% | -3,096.3% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling