+262.9%
OKLO vs PGR
+147.7%
+115.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -9.8% | -9.1% |
| 7D | -12.2% | -0.6% | -11.6% | -12.3% |
| 30D | -19.7% | +4.9% | -24.7% | -19.2% |
| 3M | -37.4% | +7.6% | -45.0% | -36.7% |
| 6M | -42.3% | +8.3% | -50.5% | -41.6% |
| YTD | -49.5% | +1.7% | -51.3% | -49.1% |
| 1Y | -54.7% | -6.8% | -47.9% | -54.3% |
| 3Y | +249.6% | +73.4% | +176.2% | +256.7% |
| 5Y | +268.1% | +161.2% | +106.9% | +277.1% |
| All | +262.9% | +147.7% | +115.2% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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