+326.6%
OKLO vs PEGA
-48.0%
+374.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.3% |
| 7D | +7.7% | -6.1% | +13.9% | +8.8% |
| 30D | -4.3% | +6.4% | -10.7% | -5.5% |
| 3M | -24.6% | +2.9% | -27.5% | -25.6% |
| 6M | -31.1% | -23.8% | -7.3% | -28.2% |
| YTD | -40.7% | -41.1% | +0.4% | -35.6% |
| 1Y | -42.4% | -38.2% | -4.2% | -38.2% |
| 3Y | +310.9% | +49.8% | +261.1% | +311.6% |
| 5Y | +332.6% | -48.0% | +380.6% | +341.6% |
| All | +326.6% | -48.0% | +374.5% | +336.0% |
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