+368.0%
ARKK vs PBF
+329.0%
+39.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -0.6% |
| 7D | +3.6% | +2.4% | +1.2% | +3.3% |
| 30D | +8.4% | +24.9% | -16.5% | +5.0% |
| 3M | +13.4% | +81.9% | -68.4% | +3.9% |
| 6M | +18.9% | +79.4% | -60.5% | +7.8% |
| YTD | +11.9% | +188.3% | -176.4% | -5.7% |
| 1Y | +13.1% | +177.3% | -164.2% | -4.9% |
| 3Y | +97.1% | +56.0% | +41.1% | +73.8% |
| 5Y | -27.8% | +804.0% | -831.8% | -52.8% |
| 10Y | +338.5% | +334.1% | +4.4% | +180.9% |
| All | +368.0% | +329.0% | +39.0% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling