-18.3%
PCG vs DKNG
-45.5%
+27.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.2% |
| 7D | +2.2% | +2.1% | +0.1% | +2.1% |
| 30D | +0.8% | -0.1% | +0.8% | +0.8% |
| 3M | -23.8% | -25.7% | +1.9% | -23.1% |
| 6M | -19.6% | -24.5% | +4.9% | -19.1% |
| YTD | -16.7% | -45.2% | +28.5% | -15.0% |
| 1Y | -19.4% | -36.4% | +17.0% | -18.3% |
| 3Y | -18.3% | -46.9% | +28.6% | -20.1% |
| All | -18.3% | -45.5% | +27.2% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling