+138.5%
PM vs OKLO
+325.7%
-187.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.5% |
| 7D | -1.2% | +7.7% | -8.9% | -1.1% |
| 30D | -0.2% | -4.3% | +4.2% | -0.2% |
| 3M | +4.9% | -24.6% | +29.5% | +4.9% |
| 6M | +9.0% | -31.1% | +40.1% | +9.0% |
| YTD | +17.8% | -40.7% | +58.5% | +17.7% |
| 1Y | +16.8% | -42.4% | +59.3% | +16.6% |
| 3Y | +125.4% | +310.9% | -185.5% | +121.7% |
| 5Y | +128.7% | +332.6% | -203.9% | +126.1% |
| All | +138.5% | +325.7% | -187.2% | +137.9% |
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