+132.5%
OKLO vs PFGC
+82.6%
+49.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.7% |
| 7D | +1.6% | +3.4% | -1.8% | +0.1% |
| 30D | -17.6% | +16.9% | -34.6% | -25.1% |
| 3M | -48.5% | +6.4% | -54.9% | -50.6% |
| 6M | -65.7% | +16.0% | -81.7% | -69.5% |
| YTD | -66.7% | +23.6% | -90.3% | -71.7% |
| 1Y | -76.5% | +16.6% | -93.1% | -79.3% |
| 3Y | +132.5% | +82.3% | +50.2% | +58.1% |
| All | +132.5% | +82.6% | +49.9% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling