+158.8%
PGR vs KEYS
+87.1%
+71.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.5% |
| 7D | -0.6% | +3.5% | -4.1% | -0.7% |
| 30D | +4.9% | -4.5% | +9.4% | +5.1% |
| 3M | +7.6% | -0.4% | +8.1% | +7.4% |
| 6M | +8.3% | +19.1% | -10.9% | +6.2% |
| YTD | +1.7% | +66.7% | -64.9% | -3.7% |
| 1Y | -6.8% | +96.5% | -103.3% | -13.6% |
| 3Y | +73.4% | +155.2% | -81.7% | +51.6% |
| All | +158.8% | +87.1% | +71.7% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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