+336.9%
ARKK vs PRU
+135.5%
+201.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.0% |
| 7D | +1.4% | -1.9% | +3.3% | +2.4% |
| 30D | +5.1% | -2.6% | +7.7% | +6.4% |
| 3M | +12.7% | +14.7% | -2.0% | +4.5% |
| 6M | +13.8% | +25.7% | -11.9% | +0.4% |
| YTD | +9.9% | +8.3% | +1.7% | +4.7% |
| 1Y | +10.4% | +17.3% | -6.9% | +0.6% |
| 3Y | +93.6% | +43.2% | +50.4% | +61.3% |
| 5Y | -29.4% | +43.5% | -72.9% | -40.8% |
| 10Y | +336.9% | +134.6% | +202.3% | +179.3% |
| All | +336.9% | +135.5% | +201.3% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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