-78.9%
OKLO vs PCG
-20.4%
-58.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -2.0% | +24.6% | +22.4% |
| 7D | -6.7% | -1.6% | -5.1% | -6.9% |
| 30D | -36.0% | +1.4% | -37.4% | -35.9% |
| 3M | -44.2% | -23.4% | -20.8% | -46.1% |
| 6M | -70.4% | -19.4% | -51.0% | -70.4% |
| YTD | -67.2% | -18.5% | -48.7% | -63.8% |
| All | -78.9% | -20.4% | -58.5% | -73.7% |
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