+268.9%
PM vs ARKK
+367.1%
-98.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | +3.6% | -4.9% | -1.7% |
| 30D | -2.6% | +8.4% | -10.9% | -3.4% |
| 3M | +5.8% | +13.4% | -7.6% | +4.1% |
| 6M | +10.6% | +18.9% | -8.3% | +8.0% |
| YTD | +17.2% | +11.9% | +5.3% | +15.0% |
| 1Y | +17.6% | +13.1% | +4.6% | +14.8% |
| 3Y | +124.3% | +97.1% | +27.2% | +98.5% |
| 5Y | +125.1% | -27.8% | +152.8% | +132.1% |
| 10Y | +198.6% | +338.5% | -139.9% | +81.0% |
| All | +268.9% | +367.1% | -98.2% | +113.0% |
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