+32.6%
PEP vs DKNG
+152.4%
-119.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.6% | -0.5% |
| 7D | -1.0% | +3.0% | -4.0% | -1.1% |
| 30D | -0.7% | -3.0% | +2.4% | -0.5% |
| 3M | -4.1% | -17.6% | +13.4% | -3.4% |
| 6M | -13.1% | -3.2% | -9.8% | -13.1% |
| YTD | -2.1% | -28.2% | +26.1% | -0.9% |
| 1Y | -1.7% | -46.1% | +44.4% | +0.8% |
| 3Y | -15.1% | -22.2% | +7.1% | -15.9% |
| 5Y | +3.1% | -60.4% | +63.5% | +7.4% |
| All | +32.6% | +152.4% | -119.9% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling