-44.5%
DKNG vs PCOR
-36.6%
-7.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | +3.0% | -8.2% | +11.2% | +8.2% |
| 30D | -3.0% | -8.1% | +5.1% | +1.0% |
| 3M | -17.6% | +26.2% | -43.8% | -29.2% |
| 6M | -3.2% | -5.0% | +1.8% | -4.8% |
| YTD | -28.2% | -26.8% | -1.4% | -18.8% |
| 1Y | -46.1% | -24.6% | -21.5% | -40.7% |
| 3Y | -22.2% | -19.6% | -2.5% | -24.8% |
| 5Y | -60.4% | -42.4% | -18.0% | -60.7% |
| All | -44.5% | -36.6% | -7.9% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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