-22.2%
DKNG vs PFG
+70.6%
-92.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.3% | +3.7% |
| 7D | +3.0% | -0.4% | +3.5% | +3.3% |
| 30D | -3.0% | +2.9% | -5.9% | -4.9% |
| 3M | -17.6% | +6.7% | -24.3% | -21.0% |
| 6M | -3.2% | +33.8% | -37.0% | -19.0% |
| YTD | -28.2% | +35.0% | -63.2% | -40.3% |
| 1Y | -46.1% | +46.4% | -92.5% | -57.4% |
| 3Y | -22.2% | +71.7% | -93.8% | -47.8% |
| All | -22.2% | +70.6% | -92.7% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling