-19.2%
DKNG vs PFG
+46.8%
-66.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.1% | +1.3% | +2.9% |
| 7D | +13.8% | +4.9% | +9.0% | +10.7% |
| 30D | +17.9% | +5.7% | +12.3% | +14.1% |
| 3M | -2.1% | +2.6% | -4.7% | -3.8% |
| 6M | -2.0% | +19.8% | -21.7% | -12.9% |
| YTD | -32.9% | +36.3% | -69.2% | -45.0% |
| 1Y | -19.2% | +47.9% | -67.1% | -38.2% |
| All | -19.2% | +46.8% | -66.1% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling