-2.0%
PFE vs OKLO
+144.5%
-146.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.3% | -2.1% |
| 7D | -2.1% | +27.3% | -29.4% | -2.3% |
| 30D | +3.1% | -23.1% | +26.2% | +3.3% |
| 3M | +11.2% | -45.8% | +57.0% | +11.6% |
| 6M | +15.0% | -66.8% | +81.8% | +15.9% |
| YTD | +23.5% | -65.9% | +89.5% | +24.1% |
| 1Y | +18.9% | -78.0% | +96.9% | +20.0% |
| 3Y | +18.7% | +137.4% | -118.6% | +12.1% |
| 5Y | -24.0% | +148.2% | -172.3% | -28.6% |
| All | -2.0% | +144.5% | -146.5% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 10y: compounded portfolio wealth divided by compounded OKLO 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…
10y analysis · Full analysis span regression · 6 months rolling