+326.6%
OKLO vs PFG
+127.3%
+199.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +7.7% | +3.2% | +4.5% | +6.2% |
| 30D | -4.3% | +0.9% | -5.3% | -4.9% |
| 3M | -24.6% | +7.7% | -32.3% | -27.3% |
| 6M | -31.1% | +29.0% | -60.0% | -37.9% |
| YTD | -40.7% | +32.5% | -73.1% | -47.0% |
| 1Y | -42.4% | +47.3% | -89.8% | -50.4% |
| 3Y | +310.9% | +68.2% | +242.7% | +249.0% |
| 5Y | +332.6% | +108.5% | +224.1% | +263.9% |
| All | +326.6% | +127.3% | +199.3% | +254.1% |
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