+3.7%
PEP vs DKNG
-21.6%
+25.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.4% | -1.6% | +3.3% |
| 7D | +7.4% | +13.8% | -6.5% | +6.3% |
| 30D | +13.3% | +17.9% | -4.6% | +11.9% |
| 3M | +3.5% | -2.1% | +5.6% | +3.3% |
| 6M | -5.9% | -2.0% | -4.0% | -5.5% |
| YTD | +2.3% | -32.9% | +35.2% | +2.9% |
| 1Y | +3.7% | -19.2% | +22.9% | +3.6% |
| All | +3.7% | -21.6% | +25.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 1y: compounded portfolio wealth divided by compounded DKNG 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…
1y analysis · Full analysis span regression · 6 months rolling