+87.4%
ARKK vs PEGA
+54.2%
+33.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.2% |
| 7D | -3.1% | -3.0% | -0.1% | -2.2% |
| 30D | +2.7% | +15.9% | -13.2% | -1.9% |
| 3M | +10.8% | +10.8% | -0.1% | +6.0% |
| 6M | +14.4% | -16.5% | +30.9% | +19.3% |
| YTD | +8.7% | -39.0% | +47.7% | +24.4% |
| 1Y | +6.7% | -37.3% | +44.0% | +20.1% |
| 3Y | +87.4% | +59.2% | +28.2% | +46.6% |
| All | +87.4% | +54.2% | +33.2% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling