+78.6%
PRGS vs SPY
+304.1%
-225.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.4% |
| 30D | +11.4% | -3.7% | +15.0% | +14.6% |
| 3M | +1.2% | -2.7% | +3.9% | +3.3% |
| 6M | +46.6% | +2.2% | +44.5% | +42.8% |
| YTD | +2.0% | +10.8% | -8.9% | -7.4% |
| 1Y | +3.2% | +11.2% | -8.0% | -6.7% |
| 3Y | -15.1% | +76.5% | -91.6% | -49.4% |
| 5Y | -11.4% | +72.9% | -84.4% | -46.5% |
| 10Y | +78.6% | +304.8% | -226.2% | -53.5% |
| All | +78.6% | +304.1% | -225.5% | -53.5% |
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