+339.7%
OKLO vs PEGA
-47.9%
+387.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.2% | +9.1% | +5.7% |
| 7D | +12.4% | -2.4% | +14.8% | +12.8% |
| 30D | -10.6% | +9.6% | -20.2% | -12.1% |
| 3M | -26.5% | +2.3% | -28.8% | -27.4% |
| 6M | -25.6% | -23.9% | -1.8% | -22.5% |
| YTD | -39.6% | -39.8% | +0.1% | -34.7% |
| 1Y | -38.8% | -37.4% | -1.4% | -34.4% |
| 3Y | +318.1% | +53.1% | +264.9% | +317.2% |
| 5Y | +339.7% | -47.2% | +386.9% | +347.6% |
| All | +339.7% | -47.9% | +387.6% | +347.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling