+160.8%
OKLO vs PEGA
+37.6%
+123.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.9% | +17.9% | +15.0% |
| 7D | +14.1% | -10.0% | +24.1% | +17.2% |
| 30D | -22.7% | -12.7% | -10.0% | -20.0% |
| 3M | -44.6% | -4.6% | -40.0% | -44.5% |
| 6M | -63.0% | -13.1% | -49.9% | -62.3% |
| YTD | -62.6% | -47.6% | -15.0% | -55.4% |
| 1Y | -76.2% | -47.0% | -29.2% | -71.6% |
| 3Y | +160.8% | +42.0% | +118.8% | +165.3% |
| All | +160.8% | +37.6% | +123.2% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling