+21.6%
PATH vs FCX
+2.0%
+19.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.5% | +3.8% | -4.5% |
| 7D | -5.6% | -12.5% | +6.9% | -7.1% |
| 30D | -0.7% | -20.0% | +19.3% | -3.6% |
| 3M | -5.9% | -16.4% | +10.5% | -7.8% |
| 6M | +21.6% | +0.8% | +20.7% | +32.8% |
| All | +21.6% | +2.0% | +19.6% | +32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling