+218.6%
ARKK vs PENG
+710.3%
-491.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -0.4% |
| 7D | -4.7% | 0.0% | -4.7% | -4.8% |
| 30D | +3.1% | -15.2% | +18.2% | +7.4% |
| 3M | +13.8% | -16.9% | +30.7% | +14.5% |
| 6M | +14.0% | +161.5% | -147.6% | -21.2% |
| YTD | +8.0% | +148.6% | -140.6% | -24.7% |
| 1Y | +9.9% | +89.6% | -79.7% | -17.6% |
| 3Y | +90.2% | +99.8% | -9.6% | +25.6% |
| 5Y | -29.9% | +100.9% | -130.8% | -54.7% |
| All | +218.6% | +710.3% | -491.8% | +55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling