-25.1%
DKNG vs PCOR
-17.1%
-8.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.7% |
| 7D | +1.8% | -6.9% | +8.8% | +4.7% |
| 30D | -0.7% | -1.5% | +0.9% | -0.5% |
| 3M | -3.7% | +18.5% | -22.2% | -11.4% |
| 6M | -5.1% | -4.7% | -0.4% | -6.0% |
| YTD | -30.7% | -22.8% | -8.0% | -25.0% |
| 1Y | -48.5% | -20.7% | -27.7% | -45.1% |
| 3Y | -25.1% | -14.6% | -10.5% | -21.5% |
| All | -25.1% | -17.1% | -8.0% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling