+139.7%
OKLO vs PFG
+126.3%
+13.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +1.6% | +2.4% | -0.8% | +0.8% |
| 30D | -17.6% | +5.9% | -23.5% | -19.2% |
| 3M | -48.5% | -0.4% | -48.1% | -48.6% |
| 6M | -65.7% | +14.8% | -80.5% | -67.8% |
| YTD | -66.7% | +31.9% | -98.6% | -70.2% |
| 1Y | -76.5% | +38.8% | -115.3% | -79.3% |
| 3Y | +132.5% | +82.4% | +50.1% | +97.1% |
| 5Y | +142.8% | +94.7% | +48.1% | +104.8% |
| All | +139.7% | +126.3% | +13.3% | +98.9% |
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