-59.1%
DKNG vs PFGC
+110.3%
-169.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.6% |
| 7D | +3.0% | -4.8% | +7.8% | +6.6% |
| 30D | -3.0% | -12.5% | +9.5% | +6.5% |
| 3M | -17.6% | -9.7% | -7.9% | -11.8% |
| 6M | -3.2% | +7.0% | -10.3% | -9.3% |
| YTD | -28.2% | +4.5% | -32.7% | -33.0% |
| 1Y | -46.1% | -11.6% | -34.5% | -42.7% |
| 3Y | -22.2% | +58.5% | -80.7% | -50.0% |
| All | -59.1% | +110.3% | -169.4% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling