+41,818.8%
PGR vs KEY
+1,027.2%
+40,791.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.7% | -0.3% | -2.3% | -2.6% |
| 30D | +0.7% | -3.3% | +4.0% | +1.6% |
| 3M | +7.7% | -0.7% | +8.5% | +7.7% |
| 6M | +4.3% | +12.5% | -8.2% | +0.5% |
| YTD | +0.7% | +8.4% | -7.7% | -2.2% |
| 1Y | -5.7% | +18.4% | -24.1% | -10.9% |
| 3Y | +73.7% | +123.3% | -49.7% | +31.6% |
| 5Y | +158.4% | +38.8% | +119.6% | +113.4% |
| 10Y | +810.5% | +169.3% | +641.2% | +450.3% |
| All | +41,818.8% | +1,027.2% | +40,791.6% | +11,719.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling