+3.2%
PEP vs ARKK
-29.1%
+32.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | -1.7% | +1.4% | -3.1% | -1.7% |
| 30D | +0.3% | +5.1% | -4.8% | +0.2% |
| 3M | -3.2% | +12.7% | -16.0% | -3.5% |
| 6M | -13.6% | +13.8% | -27.4% | -13.9% |
| YTD | -1.9% | +9.9% | -11.8% | -2.1% |
| 1Y | -0.6% | +10.4% | -11.0% | -1.1% |
| 3Y | -13.6% | +93.6% | -107.2% | -16.9% |
| 5Y | +3.2% | -29.4% | +32.6% | -3.4% |
| All | +3.2% | -29.1% | +32.3% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling