+354.4%
ARKK vs PSLV
+225.3%
+129.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.1% | -3.5% | +0.4% | -2.2% |
| 30D | +2.7% | -2.1% | +4.9% | +3.3% |
| 3M | +10.8% | -1.6% | +12.4% | +11.0% |
| 6M | +14.4% | -25.5% | +39.9% | +22.3% |
| YTD | +8.7% | -11.4% | +20.1% | +7.5% |
| 1Y | +6.7% | +48.6% | -41.8% | -9.5% |
| 3Y | +87.4% | +166.9% | -79.5% | +33.4% |
| 5Y | -29.5% | +152.4% | -181.9% | -49.8% |
| 10Y | +331.8% | +187.8% | +144.0% | +178.9% |
| All | +354.4% | +225.3% | +129.1% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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