-27.8%
ARKK vs PENG
+107.7%
-135.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +3.6% | +7.8% | -4.2% | +1.0% |
| 30D | +8.4% | -12.2% | +20.6% | +12.2% |
| 3M | +13.4% | -20.6% | +34.1% | +15.8% |
| 6M | +18.9% | +180.9% | -162.0% | -27.4% |
| YTD | +11.9% | +162.3% | -150.4% | -30.5% |
| 1Y | +13.1% | +107.3% | -94.2% | -24.3% |
| 3Y | +97.1% | +110.8% | -13.7% | +11.0% |
| 5Y | -27.8% | +117.8% | -145.6% | -59.5% |
| All | -27.8% | +107.7% | -135.5% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling