+368.0%
ARKK vs PH
+818.0%
-449.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.3% |
| 7D | +3.6% | +0.4% | +3.2% | +3.4% |
| 30D | +8.4% | -10.8% | +19.2% | +16.1% |
| 3M | +13.4% | +8.5% | +5.0% | +7.0% |
| 6M | +18.9% | +3.9% | +15.0% | +14.3% |
| YTD | +11.9% | +9.4% | +2.5% | +3.9% |
| 1Y | +13.1% | +26.8% | -13.7% | -4.9% |
| 3Y | +97.1% | +140.8% | -43.7% | +13.0% |
| 5Y | -27.8% | +253.8% | -281.6% | -66.6% |
| 10Y | +338.5% | +792.3% | -453.9% | +18.8% |
| All | +368.0% | +818.0% | -449.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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