+151.4%
OKLO vs PCAR
+122.6%
+28.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.6% |
| 7D | +6.8% | +3.8% | +3.0% | +5.4% |
| 30D | -27.7% | -2.0% | -25.7% | -27.3% |
| 3M | -43.6% | -19.1% | -24.5% | -39.6% |
| 6M | -65.4% | -6.8% | -58.6% | -64.7% |
| YTD | -65.0% | -2.5% | -62.6% | -64.5% |
| 1Y | -77.5% | +9.7% | -87.2% | -77.8% |
| 3Y | +143.6% | +34.0% | +109.6% | +138.3% |
| 5Y | +154.7% | +113.3% | +41.4% | +147.6% |
| All | +151.4% | +122.6% | +28.8% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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