-28.1%
ARKK vs PFGC
+110.3%
-138.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.9% |
| 7D | -3.1% | -4.8% | +1.7% | 0.0% |
| 30D | +2.7% | -12.5% | +15.3% | +11.5% |
| 3M | +10.8% | -9.7% | +20.5% | +16.8% |
| 6M | +14.4% | +7.0% | +7.4% | +7.0% |
| YTD | +8.7% | +4.5% | +4.2% | +1.8% |
| 1Y | +6.7% | -11.6% | +18.3% | +11.8% |
| 3Y | +87.4% | +58.5% | +28.9% | +27.8% |
| All | -28.1% | +110.3% | -138.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling