+118.2%
PEP vs ARKK
+306.9%
-188.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.4% |
| 7D | +2.9% | -0.6% | +3.5% | +2.9% |
| 30D | +12.5% | -11.2% | +23.7% | +13.4% |
| 3M | +4.5% | -9.2% | +13.7% | +5.0% |
| 6M | -0.5% | -3.9% | +3.4% | -0.7% |
| YTD | +4.4% | -2.5% | +6.9% | +3.7% |
| 1Y | +4.4% | -2.7% | +7.1% | +3.6% |
| 3Y | -3.4% | +87.9% | -91.3% | -13.2% |
| 5Y | +5.2% | -35.7% | +40.8% | +8.4% |
| 10Y | +92.1% | +299.2% | -207.1% | +28.1% |
| All | +118.2% | +306.9% | -188.7% | +41.1% |
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