-22.2%
PCG vs DKNG
+141.9%
-164.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +0.5% | -2.0% | +2.5% | +0.8% |
| 30D | -18.9% | -6.4% | -12.5% | -18.3% |
| 3M | -15.8% | -17.6% | +1.8% | -14.1% |
| 6M | -22.6% | -5.7% | -16.9% | -22.7% |
| YTD | -12.2% | -31.2% | +19.0% | -9.0% |
| 1Y | -7.1% | -48.1% | +41.0% | -0.5% |
| 3Y | -15.8% | -25.6% | +9.7% | -17.3% |
| 5Y | +53.3% | -62.0% | +115.4% | +64.0% |
| All | -22.2% | +141.9% | -164.1% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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