-13.9%
PRGS vs SPY
+67.4%
-81.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.7% |
| 7D | -3.6% | -2.7% | -0.9% | -1.8% |
| 30D | +16.9% | -5.4% | +22.3% | +21.6% |
| 3M | +4.0% | -4.1% | +8.1% | +7.1% |
| 6M | +54.4% | +0.7% | +53.7% | +52.4% |
| YTD | +1.3% | +8.7% | -7.4% | -5.9% |
| 1Y | +3.7% | +10.9% | -7.2% | -5.2% |
| 3Y | -15.4% | +75.0% | -90.4% | -47.7% |
| All | -13.9% | +67.4% | -81.3% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling