-16.9%
PCG vs DKNG
-23.0%
+6.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -6.0% | -1.8% |
| 7D | -3.5% | +3.0% | -6.5% | -3.6% |
| 30D | -20.6% | -3.0% | -17.6% | -20.5% |
| 3M | -17.6% | -17.6% | 0.0% | -17.1% |
| 6M | -23.5% | -3.2% | -20.2% | -23.5% |
| YTD | -13.6% | -28.2% | +14.6% | -12.5% |
| 1Y | -11.3% | -46.1% | +34.7% | -9.0% |
| 3Y | -16.9% | -22.2% | +5.3% | -19.1% |
| All | -16.9% | -23.0% | +6.1% | -19.1% |
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