+305.3%
OKLO vs PFGC
+105.5%
+199.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.3% | -5.0% | -6.0% |
| 7D | +0.1% | -4.8% | +4.9% | +1.3% |
| 30D | -15.2% | -17.2% | +2.0% | -11.2% |
| 3M | -26.2% | -6.3% | -19.8% | -25.3% |
| 6M | -35.0% | +8.8% | -43.9% | -36.8% |
| YTD | -44.4% | +4.9% | -49.4% | -45.4% |
| 1Y | -45.9% | -9.5% | -36.4% | -45.5% |
| 3Y | +284.9% | +59.6% | +225.4% | +262.8% |
| 5Y | +305.3% | +113.5% | +191.8% | +280.9% |
| All | +305.3% | +105.5% | +199.8% | +280.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling