+72.3%
PGR vs KEY
+121.2%
-48.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.4% | -1.8% | -1.7% | -3.3% |
| 30D | +1.8% | -3.3% | +5.1% | +2.0% |
| 3M | +5.9% | -0.2% | +6.1% | +5.8% |
| 6M | +4.6% | +12.1% | -7.6% | +3.6% |
| YTD | +1.1% | +8.4% | -7.3% | +0.3% |
| 1Y | -6.6% | +17.6% | -24.2% | -8.0% |
| All | +72.3% | +121.2% | -48.9% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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