+141.9%
DKNG vs PBF
+212.7%
-70.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -2.0% | +2.3% | -4.3% | -2.3% |
| 30D | -6.4% | +11.6% | -18.0% | -7.9% |
| 3M | -17.6% | +81.7% | -99.4% | -24.3% |
| 6M | -5.7% | +96.4% | -102.1% | -14.9% |
| YTD | -31.2% | +189.5% | -220.7% | -41.4% |
| 1Y | -48.1% | +180.7% | -228.8% | -55.9% |
| 3Y | -25.6% | +56.6% | -82.2% | -33.9% |
| 5Y | -62.0% | +802.0% | -864.0% | -74.7% |
| All | +141.9% | +212.7% | -70.8% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling