+329.1%
ARKK vs PEGA
+180.6%
+148.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -2.8% |
| 7D | -4.7% | -5.3% | +0.6% | -2.1% |
| 30D | +3.1% | +8.3% | -5.2% | -1.5% |
| 3M | +13.8% | +8.9% | +4.8% | +6.1% |
| 6M | +14.0% | -19.7% | +33.7% | +23.0% |
| YTD | +8.0% | -39.9% | +47.9% | +33.1% |
| 1Y | +9.9% | -36.4% | +46.3% | +29.3% |
| 3Y | +90.2% | +52.8% | +37.4% | +17.6% |
| 5Y | -29.9% | -45.7% | +15.8% | -21.6% |
| All | +329.1% | +180.6% | +148.6% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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