-22.2%
DKNG vs PBF
+59.1%
-81.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.8% | +4.2% |
| 7D | +3.0% | +5.3% | -2.3% | +2.5% |
| 30D | -3.0% | +11.7% | -14.7% | -4.3% |
| 3M | -17.6% | +91.1% | -108.7% | -23.8% |
| 6M | -3.2% | +88.4% | -91.7% | -11.3% |
| YTD | -28.2% | +194.1% | -222.3% | -38.6% |
| 1Y | -46.1% | +180.4% | -226.5% | -53.9% |
| 3Y | -22.2% | +59.3% | -81.5% | -35.3% |
| All | -22.2% | +59.1% | -81.3% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling