+398.7%
ARKK vs PFGC
+403.3%
-4.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +1.4% | -3.7% | +5.1% | +2.6% |
| 30D | +5.1% | -16.0% | +21.1% | +10.8% |
| 3M | +12.7% | -4.1% | +16.9% | +13.8% |
| 6M | +13.8% | +8.7% | +5.1% | +10.1% |
| YTD | +9.9% | +6.4% | +3.6% | +6.5% |
| 1Y | +10.4% | -8.4% | +18.8% | +12.0% |
| 3Y | +93.6% | +61.8% | +31.8% | +65.2% |
| 5Y | -29.4% | +108.7% | -138.1% | -43.6% |
| 10Y | +336.9% | +298.1% | +38.7% | +182.9% |
| All | +398.7% | +403.3% | -4.6% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling