-3.7%
ARKK vs PBF
+120.1%
-123.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.7% | -0.2% |
| 7D | -6.7% | -0.9% | -5.8% | -6.7% |
| 30D | -13.4% | -13.7% | +0.3% | -13.8% |
| 3M | +4.7% | +10.6% | -5.9% | +5.2% |
| 6M | +2.7% | +61.2% | -58.4% | +5.9% |
| YTD | +4.5% | +172.7% | -168.2% | +3.8% |
| 1Y | -3.7% | +111.0% | -114.8% | -1.6% |
| All | -3.7% | +120.1% | -123.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling