+32.9%
PEP vs DKNG
+141.4%
-108.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -1.7% | -2.3% | +0.6% | -1.6% |
| 30D | +0.3% | -2.5% | +2.8% | +0.4% |
| 3M | -3.2% | -14.2% | +11.0% | -2.6% |
| 6M | -13.6% | -6.0% | -7.6% | -13.5% |
| YTD | -1.9% | -31.3% | +29.5% | -0.4% |
| 1Y | -0.6% | -48.5% | +47.9% | +2.1% |
| 3Y | -13.6% | -25.7% | +12.1% | -14.2% |
| 5Y | +3.2% | -62.8% | +66.1% | +8.0% |
| All | +32.9% | +141.4% | -108.5% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling