+318.1%
OKLO vs PFG
+71.3%
+246.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +6.0% |
| 7D | +12.4% | +6.0% | +6.4% | +7.0% |
| 30D | -10.6% | +2.2% | -12.8% | -12.5% |
| 3M | -26.5% | +10.4% | -36.9% | -33.4% |
| 6M | -25.6% | +27.8% | -53.4% | -40.2% |
| YTD | -39.6% | +33.6% | -73.3% | -53.3% |
| 1Y | -38.8% | +49.3% | -88.1% | -56.8% |
| 3Y | +318.1% | +69.7% | +248.3% | +181.7% |
| All | +318.1% | +71.3% | +246.7% | +181.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling