+722.0%
PRGS vs SPY
+2,945.2%
-2,223.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +3.5% |
| 7D | -0.8% | -4.7% | +4.0% | +3.5% |
| 30D | +19.9% | -5.9% | +25.8% | +26.3% |
| 3M | +5.5% | -4.5% | +10.1% | +9.7% |
| 6M | +53.4% | +1.8% | +51.7% | +49.6% |
| YTD | +3.8% | +8.3% | -4.5% | -4.4% |
| 1Y | +4.0% | +9.3% | -5.3% | -5.1% |
| 3Y | -11.5% | +74.9% | -86.4% | -48.0% |
| 5Y | -11.2% | +67.3% | -78.4% | -45.9% |
| 10Y | +90.6% | +311.6% | -221.0% | -49.6% |
| All | +722.0% | +2,945.2% | -2,223.2% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling