+331.8%
ARKK vs PBF
+374.8%
-43.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -3.1% | +5.3% | -8.4% | -3.7% |
| 30D | +2.7% | +11.7% | -9.0% | +1.1% |
| 3M | +10.8% | +91.1% | -80.3% | +1.1% |
| 6M | +14.4% | +88.4% | -74.0% | +3.3% |
| YTD | +8.7% | +194.1% | -185.4% | -8.5% |
| 1Y | +6.7% | +180.4% | -173.7% | -10.2% |
| 3Y | +87.4% | +59.3% | +28.1% | +64.9% |
| 5Y | -29.5% | +816.3% | -845.7% | -53.7% |
| All | +331.8% | +374.8% | -43.0% | +195.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling