+368.0%
ARKK vs PEGA
+241.1%
+126.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +1.9% |
| 7D | +3.6% | -2.4% | +6.0% | +4.8% |
| 30D | +8.4% | +9.6% | -1.3% | +3.2% |
| 3M | +13.4% | +2.3% | +11.1% | +9.5% |
| 6M | +18.9% | -23.9% | +42.8% | +31.4% |
| YTD | +11.9% | -39.8% | +51.7% | +36.6% |
| 1Y | +13.1% | -37.4% | +50.5% | +33.4% |
| 3Y | +97.1% | +53.1% | +43.9% | +26.4% |
| 5Y | -27.8% | -47.2% | +19.5% | -19.9% |
| 10Y | +338.5% | +174.3% | +164.1% | +162.4% |
| All | +368.0% | +241.1% | +126.9% | +162.9% |
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 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