+148.2%
OKLO vs PENG
+66.2%
+82.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.9% |
| 7D | +27.3% | +34.6% | -7.3% | +18.7% |
| 30D | -23.1% | -35.9% | +12.9% | -15.4% |
| 3M | -45.8% | -14.7% | -31.1% | -44.8% |
| 6M | -66.8% | +13.5% | -80.3% | -68.5% |
| YTD | -65.9% | +156.1% | -222.1% | -72.7% |
| 1Y | -78.0% | +141.3% | -219.3% | -82.1% |
| 3Y | +137.4% | +223.4% | -86.1% | +92.4% |
| 5Y | +148.2% | +67.4% | +80.8% | +100.2% |
| All | +148.2% | +66.2% | +82.1% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling