+97.5%
ARKK vs PENG
+108.8%
-11.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -2.5% |
| 7D | +1.9% | +4.5% | -2.6% | +0.8% |
| 30D | +13.2% | -7.1% | +20.3% | +14.5% |
| 3M | +7.7% | -27.3% | +34.9% | +11.9% |
| 6M | +15.1% | +169.6% | -154.5% | -18.0% |
| YTD | +12.1% | +164.6% | -152.5% | -20.2% |
| 1Y | +14.9% | +109.5% | -94.5% | -13.9% |
| All | +97.5% | +108.8% | -11.2% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling