When Picasso is described as a protean genius, it means that not only was he brilliant, but he changed the way he worked many times. Protean means able to change shape.

Proteus was a Greek god who could tell the future, but when he was asked a question he didn't want to answer, he would change shapes. With someone or something protean, you get all the power of shape-shifting, plus some of the menace of a god you cannot control.

Definitions of protean

adj taking on different forms

“eyes...of that baffling protean grey which is never twice the same”
liable to or capable of change