+368.0%
ARKK vs PFG
+237.0%
+131.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.6% |
| 7D | +3.6% | +6.0% | -2.4% | +0.5% |
| 30D | +8.4% | +2.2% | +6.2% | +7.0% |
| 3M | +13.4% | +10.4% | +3.1% | +7.2% |
| 6M | +18.9% | +27.8% | -8.9% | +4.0% |
| YTD | +11.9% | +33.6% | -21.7% | -4.6% |
| 1Y | +13.1% | +49.3% | -36.2% | -9.2% |
| 3Y | +97.1% | +69.7% | +27.3% | +49.8% |
| 5Y | -27.8% | +111.3% | -139.1% | -49.5% |
| 10Y | +338.5% | +240.3% | +98.2% | +127.4% |
| All | +368.0% | +237.0% | +131.0% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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