-25.6%
DKNG vs PCAR
+60.2%
-85.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -2.5% | -6.9% | +4.4% | +0.3% |
| 3M | -14.2% | +2.1% | -16.3% | -15.2% |
| 6M | -6.0% | +1.6% | -7.5% | -7.4% |
| YTD | -31.3% | +12.2% | -43.6% | -35.9% |
| 1Y | -48.5% | +28.0% | -76.5% | -55.2% |
| All | -25.6% | +60.2% | -85.7% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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