-29.9%
ARKK vs PBF
+785.3%
-815.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -4.7% | +2.3% | -7.0% | -4.9% |
| 30D | +3.1% | +11.6% | -8.5% | +1.7% |
| 3M | +13.8% | +81.7% | -68.0% | +6.0% |
| 6M | +14.0% | +96.4% | -82.5% | +3.9% |
| YTD | +8.0% | +189.5% | -181.5% | -7.3% |
| 1Y | +9.9% | +180.7% | -170.8% | -5.9% |
| 3Y | +90.2% | +56.6% | +33.5% | +65.7% |
| 5Y | -29.9% | +802.0% | -831.9% | -51.9% |
| All | -29.9% | +785.3% | -815.2% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling