+331.8%
ARKK vs PHM
+568.1%
-236.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | -3.1% | -5.0% | +1.9% | -0.7% |
| 30D | +2.7% | -8.4% | +11.2% | +7.1% |
| 3M | +10.8% | -4.4% | +15.2% | +12.3% |
| 6M | +14.4% | -3.7% | +18.1% | +15.1% |
| YTD | +8.7% | +1.3% | +7.4% | +5.6% |
| 1Y | +6.7% | -14.0% | +20.8% | +12.0% |
| 3Y | +87.4% | +48.1% | +39.3% | +44.0% |
| 5Y | -29.5% | +158.8% | -188.2% | -59.3% |
| All | +331.8% | +568.1% | -236.3% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling