-59.1%
DKNG vs PEGA
-45.0%
-14.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +3.7% |
| 7D | +3.0% | -3.0% | +6.0% | +4.4% |
| 30D | -3.0% | +15.9% | -18.9% | -9.5% |
| 3M | -17.6% | +10.8% | -28.4% | -22.1% |
| 6M | -3.2% | -16.5% | +13.3% | +2.4% |
| YTD | -28.2% | -39.0% | +10.8% | -14.4% |
| 1Y | -46.1% | -37.3% | -8.8% | -37.1% |
| 3Y | -22.2% | +59.2% | -81.3% | -53.1% |
| All | -59.1% | -45.0% | -14.1% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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