-22.2%
DKNG vs PGR
+75.0%
-97.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.7% | +4.3% |
| 7D | +3.0% | -0.6% | +3.6% | +3.1% |
| 30D | -3.0% | +4.9% | -8.0% | -3.5% |
| 3M | -17.6% | +7.6% | -25.2% | -17.8% |
| 6M | -3.2% | +8.3% | -11.5% | -3.5% |
| YTD | -28.2% | +1.7% | -29.9% | -28.2% |
| 1Y | -46.1% | -6.8% | -39.2% | -46.2% |
| 3Y | -22.2% | +73.4% | -95.6% | -13.7% |
| All | -22.2% | +75.0% | -97.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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