+168.9%
OKLO vs PCG
+30.7%
+138.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.3% | +12.7% | +13.8% |
| 7D | +14.1% | -1.1% | +15.2% | +14.3% |
| 30D | -22.7% | +0.1% | -22.7% | -22.7% |
| 3M | -44.6% | -24.4% | -20.1% | -42.8% |
| 6M | -63.0% | -17.7% | -45.3% | -62.3% |
| YTD | -62.6% | -17.4% | -45.2% | -62.0% |
| 1Y | -76.2% | -19.4% | -56.8% | -75.7% |
| 3Y | +160.8% | -18.6% | +179.4% | +171.8% |
| 5Y | +172.5% | +10.2% | +162.3% | +182.6% |
| All | +168.9% | +30.7% | +138.2% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling