+299.5%
OKLO vs PCG
-12.4%
+311.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.1% |
| 7D | +2.8% | -13.9% | +16.7% | +5.6% |
| 30D | -4.0% | -16.9% | +12.9% | -0.3% |
| 3M | -36.9% | -14.7% | -22.2% | -35.2% |
| 6M | -37.1% | -23.8% | -13.3% | -33.2% |
| YTD | -42.5% | -10.5% | -32.0% | -42.3% |
| 1Y | -40.7% | -5.1% | -35.6% | -42.7% |
| All | +299.5% | -12.4% | +311.9% | +344.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling