-80.3%
OKLO vs PCG
-14.1%
-66.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.7% | -5.7% |
| 7D | -18.4% | +1.9% | -20.3% | -18.3% |
| 30D | -38.5% | +8.5% | -47.0% | -38.0% |
| 3M | -48.9% | -22.9% | -26.1% | -51.0% |
| 6M | -67.8% | -16.8% | -51.0% | -67.6% |
| YTD | -69.2% | -15.8% | -53.4% | -65.9% |
| 1Y | -80.3% | -16.0% | -64.3% | -76.4% |
| All | -80.3% | -14.1% | -66.2% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling