+145.0%
DKNG vs PENG
+217.0%
-72.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.2% | -2.5% |
| 7D | -4.9% | +4.5% | -9.5% | -6.2% |
| 30D | +10.3% | -7.1% | +17.4% | +12.0% |
| 3M | -5.4% | -27.3% | +21.9% | -2.7% |
| 6M | -5.6% | +169.6% | -175.2% | -39.5% |
| YTD | -30.3% | +164.6% | -194.9% | -55.5% |
| 1Y | -49.3% | +109.5% | -158.8% | -65.5% |
| 3Y | -19.0% | +98.9% | -117.9% | -51.3% |
| 5Y | -60.7% | +116.3% | -176.9% | -77.7% |
| All | +145.0% | +217.0% | -72.0% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling