+326.7%
ARKK vs PPL
+83.7%
+243.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.1% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | -10.8% | +3.0% | -13.9% | -11.9% |
| 3M | -2.6% | +1.1% | -3.8% | -3.3% |
| 6M | -1.9% | -0.8% | -1.2% | -2.3% |
| YTD | +2.0% | +3.5% | -1.4% | -0.3% |
| 1Y | -4.4% | -0.9% | -3.5% | -5.1% |
| 3Y | +97.5% | +54.2% | +43.3% | +62.8% |
| 5Y | -32.0% | +46.3% | -78.3% | -42.5% |
| 10Y | +317.7% | +65.0% | +252.7% | +226.6% |
| All | +326.7% | +83.7% | +243.0% | +224.2% |
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