+145.0%
OKLO vs PFG
+125.2%
+19.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.9% |
| 7D | +27.3% | +0.1% | +27.2% | +27.3% |
| 30D | -23.1% | +5.0% | -28.0% | -24.3% |
| 3M | -45.8% | +0.1% | -45.9% | -46.0% |
| 6M | -66.8% | +13.8% | -80.6% | -68.7% |
| YTD | -65.9% | +31.2% | -97.2% | -69.5% |
| 1Y | -78.0% | +37.1% | -115.1% | -80.6% |
| 3Y | +137.4% | +80.6% | +56.8% | +101.7% |
| 5Y | +148.2% | +93.7% | +54.5% | +109.8% |
| All | +145.0% | +125.2% | +19.8% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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