-75.9%
OKLO vs PCG
-19.4%
-56.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.3% | +12.7% | +14.1% |
| 7D | +14.1% | -1.1% | +15.2% | +14.0% |
| 30D | -22.7% | +0.1% | -22.7% | -22.6% |
| 3M | -44.6% | -24.4% | -20.1% | -46.8% |
| 6M | -63.0% | -17.7% | -45.3% | -62.7% |
| YTD | -62.6% | -17.4% | -45.2% | -58.6% |
| All | -75.9% | -19.4% | -56.6% | -70.0% |
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