-62.0%
DKNG vs PRU
+43.4%
-105.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.3% |
| 7D | -2.0% | -3.8% | +1.8% | +0.8% |
| 30D | -6.4% | -2.0% | -4.4% | -5.2% |
| 3M | -17.6% | +14.0% | -31.6% | -25.3% |
| 6M | -5.7% | +27.2% | -32.9% | -21.9% |
| YTD | -31.2% | +9.1% | -40.3% | -36.1% |
| 1Y | -48.1% | +18.1% | -66.1% | -54.7% |
| 3Y | -25.6% | +44.3% | -69.8% | -47.4% |
| 5Y | -62.0% | +45.7% | -107.7% | -74.0% |
| All | -62.0% | +43.4% | -105.4% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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