+338.5%
ARKK vs PR
+101.2%
+237.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | +3.6% | -0.6% | +4.2% | +3.7% |
| 30D | +8.4% | +17.4% | -9.0% | +6.3% |
| 3M | +13.4% | +21.8% | -8.3% | +10.5% |
| 6M | +18.9% | +27.6% | -8.7% | +14.8% |
| YTD | +11.9% | +71.4% | -59.5% | +4.1% |
| 1Y | +13.1% | +78.3% | -65.3% | +4.4% |
| 3Y | +97.1% | +85.5% | +11.6% | +80.3% |
| 5Y | -27.8% | +422.7% | -450.4% | -41.3% |
| 10Y | +338.5% | +87.1% | +251.3% | +295.6% |
| All | +338.5% | +101.2% | +237.3% | +295.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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