+145.0%
OKLO vs PCAR
+124.2%
+20.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -4.9% |
| 7D | +27.3% | +2.1% | +25.3% | +26.4% |
| 30D | -23.1% | -1.2% | -21.9% | -22.8% |
| 3M | -45.8% | -18.6% | -27.2% | -42.0% |
| 6M | -66.8% | -5.1% | -61.7% | -66.3% |
| YTD | -65.9% | -1.8% | -64.2% | -65.5% |
| 1Y | -78.0% | +10.6% | -88.6% | -78.3% |
| 3Y | +137.4% | +34.9% | +102.5% | +131.7% |
| 5Y | +148.2% | +114.0% | +34.3% | +140.8% |
| All | +145.0% | +124.2% | +20.8% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling