-13.3%
PRGS vs SPY
+74.5%
-87.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +2.1% |
| 7D | -0.8% | -4.7% | +4.0% | +2.0% |
| 30D | +19.9% | -5.9% | +25.8% | +24.1% |
| 3M | +5.5% | -4.5% | +10.1% | +8.3% |
| 6M | +53.4% | +1.8% | +51.7% | +50.5% |
| YTD | +3.8% | +8.3% | -4.5% | -2.1% |
| 1Y | +4.0% | +9.3% | -5.3% | -2.5% |
| All | -13.3% | +74.5% | -87.8% | -45.3% |
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 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