-25.6%
DKNG vs PENG
+107.0%
-132.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.3% | +7.3% | -9.6% | -3.4% |
| 30D | -2.5% | -7.5% | +5.0% | -1.5% |
| 3M | -14.2% | -17.2% | +3.0% | -14.4% |
| 6M | -6.0% | +176.7% | -182.7% | -31.9% |
| YTD | -31.3% | +161.0% | -192.4% | -49.9% |
| 1Y | -48.5% | +108.8% | -157.3% | -60.8% |
| All | -25.6% | +107.0% | -132.5% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling