+1,121.0%
PGR vs KEYS
+1,113.8%
+7.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.1% |
| 7D | -0.6% | +3.5% | -4.1% | -1.1% |
| 30D | +4.9% | -4.5% | +9.4% | +5.5% |
| 3M | +7.6% | -0.4% | +8.1% | +6.8% |
| 6M | +8.3% | +19.1% | -10.9% | +3.5% |
| YTD | +1.7% | +66.7% | -64.9% | -9.4% |
| 1Y | -6.8% | +96.5% | -103.3% | -20.0% |
| 3Y | +73.4% | +155.2% | -81.7% | +37.0% |
| 5Y | +161.2% | +88.0% | +73.2% | +117.5% |
| 10Y | +819.5% | +1,046.8% | -227.3% | +382.7% |
| All | +1,121.0% | +1,113.8% | +7.3% | +539.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling