+313.5%
OKLO vs PEGA
-44.5%
+358.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.5% | +3.8% |
| 7D | +2.8% | +3.3% | -0.5% | +2.2% |
| 30D | -4.0% | +17.7% | -21.8% | -6.7% |
| 3M | -36.9% | +5.8% | -42.7% | -37.9% |
| 6M | -37.1% | -20.3% | -16.9% | -35.0% |
| YTD | -42.5% | -37.1% | -5.3% | -38.2% |
| 1Y | -40.7% | -30.2% | -10.5% | -37.7% |
| 3Y | +299.1% | +48.1% | +251.0% | +295.9% |
| 5Y | +317.3% | -46.8% | +364.1% | +321.7% |
| All | +313.5% | -44.5% | +358.0% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling