+308.8%
ARKK vs PR
+65.1%
+243.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -4.0% | -9.5% | +5.5% | -2.9% |
| 30D | -14.0% | -5.7% | -8.3% | -13.5% |
| 3M | -4.2% | +3.0% | -7.1% | -4.7% |
| 6M | -2.6% | +11.8% | -14.4% | -4.3% |
| YTD | +0.2% | +58.5% | -58.2% | -6.1% |
| 1Y | -6.9% | +69.9% | -76.8% | -13.6% |
| 3Y | +94.1% | +84.9% | +9.2% | +77.6% |
| 5Y | -32.7% | +246.4% | -279.2% | -43.3% |
| 10Y | +308.8% | +70.3% | +238.5% | +279.5% |
| All | +308.8% | +65.1% | +243.8% | +279.5% |
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