+86.2%
ARKK vs PFGC
+59.5%
+26.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.1% |
| 7D | -4.7% | -4.8% | +0.2% | -2.2% |
| 30D | +3.1% | -17.2% | +20.3% | +13.4% |
| 3M | +13.8% | -6.3% | +20.1% | +16.2% |
| 6M | +14.0% | +8.8% | +5.1% | +5.9% |
| YTD | +8.0% | +4.9% | +3.1% | +1.1% |
| 1Y | +9.9% | -9.5% | +19.4% | +13.5% |
| All | +86.2% | +59.5% | +26.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 3y: compounded portfolio wealth divided by compounded PFGC 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…
3y analysis · Full analysis span regression · 6 months rolling