+141.9%
DKNG vs PEGA
-6.4%
+148.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.7% |
| 7D | -2.0% | -5.3% | +3.3% | +0.5% |
| 30D | -6.4% | +8.3% | -14.7% | -10.4% |
| 3M | -17.6% | +8.9% | -26.6% | -21.9% |
| 6M | -5.7% | -19.7% | +14.0% | +1.9% |
| YTD | -31.2% | -39.9% | +8.7% | -16.7% |
| 1Y | -48.1% | -36.4% | -11.7% | -39.5% |
| 3Y | -25.6% | +52.8% | -78.4% | -54.1% |
| 5Y | -62.0% | -45.7% | -16.4% | -58.2% |
| All | +141.9% | -6.4% | +148.3% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling