-22.2%
DKNG vs PFGC
+58.8%
-81.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.6% |
| 7D | +3.0% | -4.8% | +7.8% | +5.6% |
| 30D | -3.0% | -12.5% | +9.5% | +3.7% |
| 3M | -17.6% | -9.7% | -7.9% | -13.4% |
| 6M | -3.2% | +7.0% | -10.3% | -7.2% |
| YTD | -28.2% | +4.5% | -32.7% | -31.6% |
| 1Y | -46.1% | -11.6% | -34.5% | -42.7% |
| 3Y | -22.2% | +58.5% | -80.7% | -46.3% |
| All | -22.2% | +58.8% | -81.0% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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