+152.4%
DKNG vs PFG
+152.4%
+0.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.3% | +3.8% |
| 7D | +3.0% | -0.4% | +3.5% | +3.3% |
| 30D | -3.0% | +2.9% | -5.9% | -4.6% |
| 3M | -17.6% | +6.7% | -24.3% | -20.5% |
| 6M | -3.2% | +33.8% | -37.0% | -16.8% |
| YTD | -28.2% | +35.0% | -63.2% | -38.6% |
| 1Y | -46.1% | +46.4% | -92.5% | -55.8% |
| 3Y | -22.2% | +71.7% | -93.8% | -41.7% |
| 5Y | -60.4% | +113.7% | -174.1% | -72.7% |
| All | +152.4% | +152.4% | +0.1% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling