-8.1%
PATH vs FCX
+50.3%
-58.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | +0.1% |
| 7D | -5.3% | -4.9% | -0.4% | -5.6% |
| 30D | -0.5% | -17.1% | +16.6% | -1.8% |
| 3M | -7.1% | -12.7% | +5.5% | -8.0% |
| 6M | +23.8% | -2.0% | +25.8% | +23.7% |
| YTD | -20.7% | +18.1% | -38.8% | -24.3% |
| 1Y | -8.1% | +55.2% | -63.2% | -21.5% |
| All | -8.1% | +50.3% | -58.3% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 1y: compounded portfolio wealth divided by compounded FCX 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…
1y analysis · Full analysis span regression · 6 months rolling