+152.4%
DKNG vs PDD
+271.1%
-118.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | +3.0% | -5.4% | +8.4% | +4.4% |
| 30D | -3.0% | -12.6% | +9.6% | +0.1% |
| 3M | -17.6% | -4.3% | -13.3% | -16.8% |
| 6M | -3.2% | -24.4% | +21.2% | +2.6% |
| YTD | -28.2% | -31.4% | +3.2% | -22.2% |
| 1Y | -46.1% | -38.1% | -8.0% | -40.3% |
| 3Y | -22.2% | -20.1% | -2.1% | -24.3% |
| 5Y | -60.4% | -25.0% | -35.4% | -67.2% |
| All | +152.4% | +271.1% | -118.6% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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