+152.4%
DKNG vs PH
+488.1%
-335.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.4% |
| 7D | +3.0% | -1.3% | +4.3% | +3.8% |
| 30D | -3.0% | -11.0% | +8.0% | +3.4% |
| 3M | -17.6% | +5.5% | -23.1% | -21.1% |
| 6M | -3.2% | +1.5% | -4.7% | -6.3% |
| YTD | -28.2% | +8.8% | -37.0% | -33.7% |
| 1Y | -46.1% | +24.5% | -70.6% | -54.3% |
| 3Y | -22.2% | +141.2% | -163.3% | -56.1% |
| 5Y | -60.4% | +256.3% | -316.7% | -81.9% |
| All | +152.4% | +488.1% | -335.7% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling