+106.5%
PEP vs ARKK
+367.9%
-261.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -1.4% | +1.9% | -3.3% | -1.6% |
| 30D | +0.2% | +13.2% | -12.9% | -0.9% |
| 3M | -1.1% | +7.7% | -8.8% | -2.0% |
| 6M | -13.5% | +15.1% | -28.5% | -14.9% |
| YTD | -1.2% | +12.1% | -13.3% | -2.7% |
| 1Y | -1.6% | +14.9% | -16.5% | -3.7% |
| 3Y | -12.5% | +99.3% | -111.8% | -21.4% |
| 5Y | +3.0% | -29.9% | +32.9% | +6.2% |
| 10Y | +73.9% | +351.6% | -277.7% | +15.2% |
| All | +106.5% | +367.9% | -261.4% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling