+150.0%
PM vs ARKK
+90.5%
+59.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.1% | +1.1% |
| 7D | +0.5% | -0.6% | +1.2% | +0.5% |
| 30D | -3.2% | -11.2% | +8.0% | -3.6% |
| 3M | +6.2% | -9.2% | +15.4% | +5.9% |
| 6M | +7.7% | -3.9% | +11.6% | +7.7% |
| YTD | +27.3% | -2.5% | +29.8% | +27.3% |
| 1Y | +32.8% | -2.7% | +35.5% | +32.9% |
| 3Y | +150.0% | +87.9% | +62.1% | +138.2% |
| All | +150.0% | +90.5% | +59.5% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling