+310.9%
OKLO vs PFGC
+61.7%
+249.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.0% |
| 7D | +7.7% | -3.7% | +11.4% | +10.0% |
| 30D | -4.3% | -16.0% | +11.6% | +5.7% |
| 3M | -24.6% | -4.1% | -20.5% | -24.1% |
| 6M | -31.1% | +8.7% | -39.8% | -36.3% |
| YTD | -40.7% | +6.4% | -47.0% | -44.4% |
| 1Y | -42.4% | -8.4% | -34.1% | -41.6% |
| All | +310.9% | +61.7% | +249.2% | +218.1% |
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