+307.7%
ARKK vs PEGA
+209.3%
+98.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.9% |
| 30D | -11.2% | -4.1% | -7.1% | -10.1% |
| 3M | -9.2% | -2.8% | -6.4% | -9.2% |
| 6M | -3.9% | -0.4% | -3.5% | -7.5% |
| YTD | -2.5% | -45.4% | +42.9% | +23.3% |
| 1Y | -2.7% | -42.6% | +39.9% | +19.6% |
| 3Y | +87.9% | +45.4% | +42.5% | +21.7% |
| 5Y | -35.7% | -44.6% | +8.9% | -31.6% |
| 10Y | +299.2% | +91.2% | +208.0% | +167.6% |
| All | +307.7% | +209.3% | +98.5% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling