+145.0%
OKLO vs PEGA
-52.4%
+197.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.5% | -5.8% |
| 7D | +27.3% | -4.6% | +31.9% | +28.0% |
| 30D | -23.1% | -6.8% | -16.3% | -22.4% |
| 3M | -45.8% | +2.6% | -48.4% | -46.4% |
| 6M | -66.8% | -5.4% | -61.4% | -66.9% |
| YTD | -65.9% | -46.0% | -19.9% | -62.6% |
| 1Y | -78.0% | -45.6% | -32.4% | -75.9% |
| 3Y | +137.4% | +43.2% | +94.2% | +140.0% |
| 5Y | +148.2% | -45.3% | +193.5% | +155.3% |
| All | +145.0% | -52.4% | +197.4% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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