+0.1%
PFE vs OKLO
+158.6%
-158.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.3% |
| 7D | -3.0% | +16.9% | -19.9% | -3.1% |
| 30D | +5.2% | -19.7% | +24.9% | +5.3% |
| 3M | +12.2% | -45.0% | +57.2% | +12.7% |
| 6M | +17.8% | -66.9% | +84.7% | +18.7% |
| YTD | +26.2% | -64.0% | +90.2% | +26.8% |
| 1Y | +23.2% | -75.2% | +98.4% | +24.2% |
| 3Y | +21.3% | +151.1% | -129.8% | +14.5% |
| 5Y | -23.1% | +162.8% | -185.9% | -27.8% |
| All | +0.1% | +158.6% | -158.5% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling