-52.0%
DKNG vs PENG
+56.5%
-108.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | +0.1% |
| 7D | +2.1% | +13.2% | -11.2% | -1.1% |
| 30D | -0.1% | -29.9% | +29.9% | +5.8% |
| 3M | -25.7% | -22.2% | -3.5% | -25.2% |
| 6M | -24.5% | -1.9% | -22.6% | -36.0% |
| YTD | -45.2% | +142.1% | -187.3% | -68.3% |
| 1Y | -36.4% | +151.5% | -187.9% | -63.8% |
| 3Y | -46.9% | +206.9% | -253.8% | -76.7% |
| All | -52.0% | +56.5% | -108.5% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling