+132.5%
OKLO vs PCG
-19.3%
+151.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.3% | -2.7% |
| 7D | +1.6% | +2.2% | -0.6% | +1.1% |
| 30D | -17.6% | +0.8% | -18.4% | -17.8% |
| 3M | -48.5% | -23.8% | -24.7% | -45.4% |
| 6M | -65.7% | -19.6% | -46.0% | -64.3% |
| YTD | -66.7% | -16.7% | -49.9% | -66.0% |
| 1Y | -76.5% | -19.4% | -57.1% | -75.6% |
| 3Y | +132.5% | -18.3% | +150.8% | +165.6% |
| All | +132.5% | -19.3% | +151.7% | +165.6% |
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 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