-3.7%
ARKK vs PENG
+120.5%
-124.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.1% | +9.2% | +1.7% |
| 7D | -6.7% | -20.5% | +13.8% | -3.0% |
| 30D | -13.4% | -20.4% | +7.0% | -10.6% |
| 3M | +4.7% | -16.4% | +21.1% | +6.3% |
| 6M | +2.7% | +49.2% | -46.5% | -16.0% |
| YTD | +4.5% | +147.2% | -142.7% | -31.4% |
| 1Y | -3.7% | +124.7% | -128.4% | -34.3% |
| All | -3.7% | +120.5% | -124.2% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling