-11.1%
PCG vs ARKK
+95.6%
-106.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +5.4% | +3.6% | +1.8% | +5.1% |
| 30D | -15.1% | +8.4% | -23.5% | -15.9% |
| 3M | -9.8% | +13.4% | -23.3% | -11.2% |
| 6M | -18.0% | +18.9% | -36.9% | -20.0% |
| YTD | -7.2% | +11.9% | -19.2% | -8.9% |
| 1Y | +2.9% | +13.1% | -10.2% | +0.6% |
| 3Y | -11.1% | +97.1% | -108.2% | -23.3% |
| All | -11.1% | +95.6% | -106.7% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling