+151.4%
OKLO vs PCOR
-18.1%
+169.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.3% | -6.5% |
| 7D | +6.8% | +20.7% | -13.9% | +3.6% |
| 30D | -27.7% | +35.7% | -63.4% | -31.2% |
| 3M | -43.6% | +31.1% | -74.7% | -46.2% |
| 6M | -65.4% | +43.1% | -108.5% | -67.5% |
| YTD | -65.0% | +4.8% | -69.9% | -65.7% |
| 1Y | -77.5% | -3.7% | -73.8% | -77.6% |
| 3Y | +143.6% | +46.5% | +97.1% | +135.0% |
| 5Y | +154.7% | -17.3% | +172.0% | +146.0% |
| All | +151.4% | -18.1% | +169.5% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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