+145.0%
OKLO vs PFGC
+141.3%
+3.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.3% | -5.2% |
| 7D | +27.3% | +0.3% | +27.1% | +27.3% |
| 30D | -23.1% | +16.1% | -39.2% | -25.8% |
| 3M | -45.8% | +2.4% | -48.2% | -46.3% |
| 6M | -66.8% | +15.7% | -82.5% | -68.2% |
| YTD | -65.9% | +22.3% | -88.2% | -67.7% |
| 1Y | -78.0% | +13.9% | -91.9% | -78.9% |
| 3Y | +137.4% | +80.3% | +57.1% | +116.1% |
| 5Y | +148.2% | +136.1% | +12.1% | +125.0% |
| All | +145.0% | +141.3% | +3.7% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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