I came up with "mihi superbus sum" with "mihi" as the Dative form of ego for "of myself", "superbus" for "proud", and "sum" for "I'm".
I have a feeling that mihi might not be the right word to use since it's more of a "mine" or "my" kind of word. It could be that it's inferred to be myself; I don't know.
I don't think you would actually use the word superbus at all, since that word has overly negative connotations. It's proud = haughty, not proud = pleased.
Instead, an imperfect but very similar idiom would be to use conjugated form of placere with the reflexive; so in the first person you would see: mihi placeo.
Cf. the following:
nolo tibi tam valde placeas (Petronius 126)
Don't be so very pleased with yourself / don't be so proud of yourself/what you've done.
omnes competitores placebant sibi (Sid. Ep. 7.9)
All the competitors were pleased with themselves/all the competitors were proud of themselves/their accomplishments
It's not a perfect match, I think, as the English might contain more nuance, but that might be a cultural thing. To be too proud of your own accomplishments was to be superbus (haughty, boastful). While most of the other examples ostensibly criticize a character/audience taking pride in themselves, I'd say that the other uses of placet + dat. show that this was a fairly neutral phrase, and the citations likely refer to specific actions rather than admonish having pride in oneself in general.
