+6.1%
ARKK vs PEGA
-37.0%
+43.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -2.2% |
| 7D | -4.7% | -5.3% | +0.6% | -3.6% |
| 30D | +3.1% | +8.3% | -5.2% | +1.3% |
| 3M | +13.8% | +8.9% | +4.8% | +11.3% |
| 6M | +14.0% | -19.7% | +33.7% | +19.8% |
| YTD | +8.0% | -39.9% | +47.9% | +19.0% |
| All | +6.1% | -37.0% | +43.0% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling