-49.3%
DKNG vs PBF
+176.4%
-225.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -4.9% | +4.3% | -9.2% | -5.2% |
| 30D | +10.3% | +22.0% | -11.6% | +8.8% |
| 3M | -5.4% | +74.5% | -79.9% | -9.4% |
| 6M | -5.6% | +67.7% | -73.3% | -10.3% |
| YTD | -30.3% | +179.2% | -209.5% | -38.6% |
| 1Y | -49.3% | +170.0% | -219.3% | -56.5% |
| All | -49.3% | +176.4% | -225.7% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling