+141.9%
DKNG vs PENG
+197.7%
-55.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +1.5% |
| 7D | -2.0% | 0.0% | -2.0% | -2.1% |
| 30D | -6.4% | -15.2% | +8.8% | -2.6% |
| 3M | -17.6% | -16.9% | -0.7% | -18.4% |
| 6M | -5.7% | +161.5% | -167.2% | -39.2% |
| YTD | -31.2% | +148.6% | -179.8% | -55.3% |
| 1Y | -48.1% | +89.6% | -137.7% | -63.5% |
| 3Y | -25.6% | +99.8% | -125.3% | -55.6% |
| 5Y | -62.0% | +100.9% | -162.9% | -78.0% |
| All | +141.9% | +197.7% | -55.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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