+208.6%
PM vs DKNG
+141.4%
+67.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -1.2% | -2.3% | +1.1% | -1.1% |
| 30D | -0.2% | -2.5% | +2.4% | -0.1% |
| 3M | +4.9% | -14.2% | +19.2% | +5.6% |
| 6M | +9.0% | -6.0% | +15.0% | +9.0% |
| YTD | +17.8% | -31.3% | +49.1% | +19.6% |
| 1Y | +16.8% | -48.5% | +65.3% | +20.2% |
| 3Y | +125.4% | -25.7% | +151.2% | +123.8% |
| 5Y | +128.7% | -62.8% | +191.5% | +138.7% |
| All | +208.6% | +141.4% | +67.2% | +87.2% |
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