+152.4%
DKNG vs PBF
+217.7%
-65.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.8% | +4.1% |
| 7D | +3.0% | +5.3% | -2.3% | +2.4% |
| 30D | -3.0% | +11.7% | -14.7% | -4.5% |
| 3M | -17.6% | +91.1% | -108.7% | -24.7% |
| 6M | -3.2% | +88.4% | -91.7% | -12.2% |
| YTD | -28.2% | +194.1% | -222.3% | -39.0% |
| 1Y | -46.1% | +180.4% | -226.5% | -54.2% |
| 3Y | -22.2% | +59.3% | -81.5% | -31.0% |
| 5Y | -60.4% | +816.3% | -876.6% | -73.7% |
| All | +152.4% | +217.7% | -65.2% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling