+151.4%
OKLO vs PENG
+64.5%
+86.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -6.0% |
| 7D | +6.8% | -16.1% | +22.9% | +11.3% |
| 30D | -27.7% | -41.5% | +13.8% | -19.0% |
| 3M | -43.6% | -19.1% | -24.5% | -41.6% |
| 6M | -65.4% | +0.9% | -66.3% | -66.1% |
| YTD | -65.0% | +128.2% | -193.3% | -70.7% |
| 1Y | -77.5% | +98.6% | -176.1% | -80.7% |
| 3Y | +143.6% | +188.2% | -44.6% | +106.1% |
| 5Y | +154.7% | +55.5% | +99.2% | +115.2% |
| All | +151.4% | +64.5% | +86.9% | +112.5% |
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