-15.4%
PRGS vs SPY
+75.1%
-90.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.6% |
| 7D | -3.6% | -2.7% | -0.9% | -2.2% |
| 30D | +16.9% | -5.4% | +22.3% | +20.6% |
| 3M | +4.0% | -4.1% | +8.1% | +6.5% |
| 6M | +54.4% | +0.7% | +53.7% | +52.6% |
| YTD | +1.3% | +8.7% | -7.4% | -4.6% |
| 1Y | +3.7% | +10.9% | -7.2% | -3.7% |
| 3Y | -15.4% | +75.0% | -90.4% | -46.8% |
| All | -15.4% | +75.1% | -90.5% | -46.8% |
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