+139.7%
OKLO vs PENG
+74.6%
+65.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -0.8% |
| 7D | +1.6% | +13.2% | -11.6% | -1.4% |
| 30D | -17.6% | -29.9% | +12.3% | -11.4% |
| 3M | -48.5% | -22.2% | -26.3% | -46.4% |
| 6M | -65.7% | -1.9% | -63.8% | -66.3% |
| YTD | -66.7% | +142.1% | -208.8% | -72.5% |
| 1Y | -76.5% | +151.5% | -228.0% | -80.7% |
| 3Y | +132.5% | +206.9% | -74.5% | +93.6% |
| 5Y | +142.8% | +58.2% | +84.6% | +101.9% |
| All | +139.7% | +74.6% | +65.1% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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