-8.6%
PATH vs FCX
+53.6%
-62.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +2.6% |
| 7D | -2.7% | -0.8% | -2.0% | -2.8% |
| 30D | -1.4% | -15.1% | +13.7% | -2.6% |
| 3M | -16.4% | -9.6% | -6.8% | -17.0% |
| 6M | +23.3% | -3.1% | +26.3% | +23.4% |
| YTD | -19.8% | +23.4% | -43.3% | -23.6% |
| 1Y | -8.6% | +52.7% | -61.2% | -20.1% |
| All | -8.6% | +53.6% | -62.1% | -20.1% |
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