-78.0%
OKLO vs PFGC
+13.9%
-91.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.3% | -5.1% |
| 7D | +27.3% | +0.3% | +27.1% | +27.2% |
| 30D | -23.1% | +16.1% | -39.2% | -27.4% |
| 3M | -45.8% | +2.4% | -48.2% | -45.5% |
| 6M | -66.8% | +15.7% | -82.5% | -70.2% |
| YTD | -65.9% | +22.3% | -88.2% | -69.9% |
| 1Y | -78.0% | +13.9% | -91.9% | -80.6% |
| All | -78.0% | +13.9% | -91.9% | -80.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling