+151.3%
OKLO vs PFG
+84.5%
+66.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.9% |
| 7D | +16.9% | -2.2% | +19.1% | +19.3% |
| 30D | -19.7% | +6.4% | -26.1% | -23.4% |
| 3M | -45.0% | +2.2% | -47.2% | -46.5% |
| 6M | -66.9% | +16.3% | -83.2% | -71.8% |
| YTD | -64.0% | +33.2% | -97.2% | -72.7% |
| 1Y | -75.2% | +40.6% | -115.8% | -82.0% |
| All | +151.3% | +84.5% | +66.8% | +62.1% |
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 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