-76.0%
PCG vs ARKK
+293.0%
-369.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +2.6% |
| 7D | +2.2% | -0.6% | +2.8% | +2.2% |
| 30D | +0.8% | -11.2% | +12.0% | +3.2% |
| 3M | -23.8% | -9.2% | -14.6% | -22.6% |
| 6M | -19.6% | -3.9% | -15.7% | -19.9% |
| YTD | -16.7% | -2.5% | -14.2% | -18.0% |
| 1Y | -19.4% | -2.7% | -16.7% | -20.7% |
| 3Y | -18.3% | +87.9% | -106.2% | -35.3% |
| 5Y | +10.4% | -35.7% | +46.1% | +17.4% |
| All | -76.0% | +293.0% | -369.0% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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