-21.0%
PFE vs DKNG
-63.0%
+42.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.0% | -2.0% | -2.0% | -4.0% |
| 30D | +3.9% | -6.4% | +10.3% | +4.0% |
| 3M | +9.9% | -17.6% | +27.5% | +10.3% |
| 6M | +5.3% | -5.7% | +11.0% | +5.3% |
| YTD | +16.8% | -31.2% | +48.0% | +17.4% |
| 1Y | +20.4% | -48.1% | +68.5% | +21.7% |
| 3Y | -2.1% | -25.6% | +23.5% | -2.5% |
| 5Y | -21.0% | -62.0% | +41.1% | -28.0% |
| All | -21.0% | -63.0% | +42.0% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling