-59.1%
DKNG vs PEG
+36.3%
-95.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.5% | +4.4% |
| 7D | +3.0% | -0.9% | +3.9% | +3.4% |
| 30D | -3.0% | -3.7% | +0.7% | -1.7% |
| 3M | -17.6% | -7.3% | -10.3% | -15.3% |
| 6M | -3.2% | -10.5% | +7.2% | +0.5% |
| YTD | -28.2% | -7.5% | -20.7% | -26.8% |
| 1Y | -46.1% | -8.7% | -37.3% | -44.7% |
| 3Y | -22.2% | +31.4% | -53.5% | -32.0% |
| All | -59.1% | +36.3% | -95.4% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 5y: compounded portfolio wealth divided by compounded PEG 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…
5y analysis · Full analysis span regression · 6 months rolling