+334.0%
OKLO vs PCG
+46.8%
+287.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.6% | +1.3% | +4.5% |
| 7D | +12.4% | +5.4% | +7.0% | +11.7% |
| 30D | -10.6% | -15.1% | +4.6% | -9.0% |
| 3M | -26.5% | -9.8% | -16.7% | -25.9% |
| 6M | -25.6% | -18.0% | -7.6% | -24.1% |
| YTD | -39.6% | -7.2% | -32.4% | -39.5% |
| 1Y | -38.8% | +2.9% | -41.6% | -40.1% |
| 3Y | +318.1% | -11.1% | +329.1% | +329.8% |
| 5Y | +339.7% | +61.8% | +277.9% | +347.7% |
| All | +334.0% | +46.8% | +287.1% | +345.1% |
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