+131.4%
PG vs ARKK
+353.6%
-222.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -0.8% | -3.1% | +2.3% | -0.6% |
| 30D | +0.8% | +2.7% | -1.9% | +0.6% |
| 3M | -1.3% | +10.8% | -12.1% | -2.2% |
| 6M | -3.8% | +14.4% | -18.2% | -5.0% |
| YTD | +3.6% | +8.7% | -5.0% | +2.6% |
| 1Y | -5.7% | +6.7% | -12.5% | -6.7% |
| 3Y | +1.6% | +87.4% | -85.8% | -5.8% |
| 5Y | +14.6% | -29.5% | +44.1% | +16.1% |
| 10Y | +121.2% | +331.8% | -210.6% | +56.2% |
| All | +131.4% | +353.6% | -222.2% | +59.3% |
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