+249.6%
OKLO vs PPG
-17.4%
+267.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.6% | -9.4% |
| 7D | -12.2% | -6.2% | -6.0% | -8.9% |
| 30D | -19.7% | -7.9% | -11.8% | -15.7% |
| 3M | -37.4% | -10.2% | -27.2% | -33.3% |
| 6M | -42.3% | +2.7% | -44.9% | -42.0% |
| YTD | -49.5% | +4.9% | -54.4% | -50.2% |
| 1Y | -54.7% | -3.2% | -51.5% | -54.0% |
| 3Y | +249.6% | -17.0% | +266.6% | +247.4% |
| All | +249.6% | -17.4% | +267.0% | +247.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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