-20.7%
PCG vs DKNG
+145.0%
-165.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +2.5% |
| 7D | -13.9% | -4.9% | -8.9% | -13.3% |
| 30D | -16.9% | +10.3% | -27.2% | -18.0% |
| 3M | -14.7% | -5.4% | -9.4% | -14.6% |
| 6M | -23.8% | -5.6% | -18.2% | -23.9% |
| YTD | -10.5% | -30.3% | +19.8% | -7.4% |
| 1Y | -5.1% | -49.3% | +44.2% | +2.0% |
| 3Y | -11.6% | -19.0% | +7.4% | -14.2% |
| 5Y | +59.0% | -60.7% | +119.7% | +68.8% |
| All | -20.7% | +145.0% | -165.7% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling