+70.0%
PRGS vs SPY
+308.5%
-238.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.6% |
| 7D | -2.6% | +3.3% | -5.9% | -5.2% |
| 30D | +10.2% | -2.7% | +12.9% | +12.5% |
| 3M | -0.3% | -1.7% | +1.4% | +0.9% |
| 6M | +59.9% | +3.1% | +56.8% | +54.6% |
| YTD | +1.1% | +11.9% | -10.8% | -8.9% |
| 1Y | +1.3% | +12.0% | -10.7% | -8.9% |
| 3Y | -15.8% | +78.2% | -94.0% | -50.3% |
| 5Y | -13.4% | +73.2% | -86.7% | -47.7% |
| All | +70.0% | +308.5% | -238.5% | -57.9% |
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