+151.6%
PM vs OKLO
+150.9%
+0.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.5% |
| 7D | -6.6% | +6.8% | -13.4% | -6.5% |
| 30D | -3.4% | -27.7% | +24.2% | -3.7% |
| 3M | +5.3% | -43.6% | +48.9% | +5.0% |
| 6M | +15.5% | -65.4% | +80.9% | +15.0% |
| YTD | +24.3% | -65.0% | +89.3% | +23.7% |
| 1Y | +29.7% | -77.5% | +107.2% | +28.9% |
| 3Y | +144.9% | +143.6% | +1.3% | +140.2% |
| 5Y | +159.0% | +154.7% | +4.3% | +154.4% |
| All | +151.6% | +150.9% | +0.7% | +150.1% |
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