+141.9%
DKNG vs PFG
+149.7%
-7.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -2.0% | -3.0% | +1.0% | -0.5% |
| 30D | -6.4% | +2.5% | -8.9% | -7.8% |
| 3M | -17.6% | +6.1% | -23.7% | -20.3% |
| 6M | -5.7% | +31.3% | -37.0% | -18.1% |
| YTD | -31.2% | +33.6% | -64.8% | -40.8% |
| 1Y | -48.1% | +48.5% | -96.6% | -57.8% |
| 3Y | -25.6% | +69.6% | -95.2% | -43.9% |
| 5Y | -62.0% | +111.5% | -173.5% | -73.7% |
| All | +141.9% | +149.7% | -7.8% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling