-2.5%
PFE vs DKNG
+152.4%
-155.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.1% | +0.1% |
| 7D | -2.6% | +3.0% | -5.6% | -2.7% |
| 30D | +5.4% | -3.0% | +8.4% | +5.5% |
| 3M | +7.8% | -17.6% | +25.4% | +8.5% |
| 6M | +5.0% | -3.2% | +8.3% | +4.9% |
| YTD | +17.1% | -28.2% | +45.3% | +18.2% |
| 1Y | +19.3% | -46.1% | +65.4% | +21.7% |
| 3Y | -0.9% | -22.2% | +21.2% | -1.7% |
| 5Y | -20.8% | -60.4% | +39.6% | -19.3% |
| All | -2.5% | +152.4% | -155.0% | -29.7% |
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