-62.0%
DKNG vs PCAR
+165.2%
-227.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -2.0% | -1.6% | -0.4% | -1.1% |
| 30D | -6.4% | -7.3% | +0.8% | -2.2% |
| 3M | -17.6% | +7.8% | -25.5% | -21.7% |
| 6M | -5.7% | +3.6% | -9.3% | -9.3% |
| YTD | -31.2% | +12.9% | -44.1% | -38.1% |
| 1Y | -48.1% | +27.3% | -75.4% | -57.2% |
| 3Y | -25.6% | +61.9% | -87.4% | -54.2% |
| 5Y | -62.0% | +164.2% | -226.2% | -85.1% |
| All | -62.0% | +165.2% | -227.2% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling