+319.2%
ARKK vs PPL
+85.4%
+233.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.4% | -2.4% |
| 7D | -4.0% | 0.0% | -4.0% | -4.1% |
| 30D | -14.0% | +4.3% | -18.3% | -15.4% |
| 3M | -4.2% | +2.9% | -7.1% | -5.4% |
| 6M | -2.6% | +1.1% | -3.7% | -3.5% |
| YTD | +0.2% | +4.5% | -4.2% | -2.3% |
| 1Y | -6.9% | +0.1% | -7.0% | -7.9% |
| 3Y | +94.1% | +55.7% | +38.4% | +59.4% |
| 5Y | -32.7% | +47.6% | -80.3% | -43.3% |
| 10Y | +308.8% | +66.8% | +242.0% | +218.5% |
| All | +319.2% | +85.4% | +233.8% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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