+210.9%
PM vs ARKK
+331.8%
-120.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +4.7% | -3.1% | +7.7% | +5.0% |
| 30D | +2.6% | +2.7% | -0.1% | +2.3% |
| 3M | +6.6% | +10.8% | -4.2% | +5.2% |
| 6M | +16.5% | +14.4% | +2.1% | +14.3% |
| YTD | +21.2% | +8.7% | +12.5% | +19.4% |
| 1Y | +17.9% | +6.7% | +11.2% | +16.0% |
| 3Y | +129.8% | +87.4% | +42.4% | +105.8% |
| 5Y | +133.0% | -29.5% | +162.5% | +141.9% |
| All | +210.9% | +331.8% | -120.9% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling