-2.3%
PFE vs DKNG
+143.6%
-145.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.3% |
| 7D | -2.7% | +1.8% | -4.5% | -2.7% |
| 30D | +3.8% | -0.7% | +4.5% | +3.8% |
| 3M | +10.4% | -3.7% | +14.0% | +10.4% |
| 6M | +6.3% | -5.1% | +11.3% | +6.2% |
| YTD | +17.4% | -30.7% | +48.1% | +18.7% |
| 1Y | +21.1% | -48.5% | +69.6% | +23.8% |
| 3Y | -1.6% | -25.1% | +23.5% | -2.1% |
| 5Y | -22.2% | -62.3% | +40.2% | -20.5% |
| All | -2.3% | +143.6% | -145.8% | -29.4% |
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