+313.5%
OKLO vs PFGC
+116.4%
+197.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +2.8% | -2.2% | +5.0% | +3.3% |
| 30D | -4.0% | -11.9% | +7.9% | -1.1% |
| 3M | -36.9% | +5.0% | -41.9% | -38.1% |
| 6M | -37.1% | +8.6% | -45.7% | -38.8% |
| YTD | -42.5% | +9.7% | -52.2% | -44.0% |
| 1Y | -40.7% | -6.3% | -34.4% | -40.7% |
| 3Y | +299.1% | +58.2% | +240.9% | +273.5% |
| 5Y | +317.3% | +110.4% | +206.9% | +289.4% |
| All | +313.5% | +116.4% | +197.1% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling