-62.8%
DKNG vs PENG
+116.9%
-179.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.3% | +7.3% | -9.6% | -4.3% |
| 30D | -2.5% | -7.5% | +5.0% | -0.9% |
| 3M | -14.2% | -17.2% | +3.0% | -15.0% |
| 6M | -6.0% | +176.7% | -182.7% | -43.4% |
| YTD | -31.3% | +161.0% | -192.4% | -58.2% |
| 1Y | -48.5% | +108.8% | -157.3% | -66.5% |
| 3Y | -25.7% | +109.8% | -135.5% | -60.0% |
| 5Y | -62.8% | +111.7% | -174.6% | -79.6% |
| All | -62.8% | +116.9% | -179.7% | -79.6% |
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 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