-21.8%
PATH vs FCX
+69.2%
-91.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.5% | +3.8% | -1.9% |
| 7D | -5.6% | -12.5% | +6.9% | -2.6% |
| 30D | -0.7% | -20.0% | +19.3% | +4.7% |
| 3M | -5.9% | -16.4% | +10.5% | -2.6% |
| 6M | +21.6% | +0.8% | +20.7% | +17.0% |
| YTD | -20.6% | +15.1% | -35.7% | -30.0% |
| 1Y | -10.6% | +45.3% | -55.9% | -29.0% |
| All | -21.8% | +69.2% | -91.0% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling