+151.3%
OKLO vs PCAR
+37.3%
+114.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.6% | +1.7% |
| 7D | +16.9% | +2.2% | +14.7% | +15.6% |
| 30D | -19.7% | +0.3% | -20.0% | -19.9% |
| 3M | -45.0% | -17.9% | -27.1% | -38.7% |
| 6M | -66.9% | -3.4% | -63.5% | -66.5% |
| YTD | -64.0% | -0.1% | -63.9% | -63.8% |
| 1Y | -75.2% | +13.4% | -88.6% | -76.5% |
| All | +151.3% | +37.3% | +114.0% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling