-78.0%
PATH vs FCX
+124.2%
-202.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.2% | -16.9% | -16.7% |
| 7D | -16.3% | -4.9% | -11.4% | -14.9% |
| 30D | +9.9% | +4.8% | +5.1% | +7.8% |
| 3M | +30.2% | +4.6% | +25.5% | +26.4% |
| 6M | +37.2% | +10.8% | +26.4% | +27.4% |
| YTD | -7.3% | +44.2% | -51.5% | -24.1% |
| 1Y | +40.0% | +59.6% | -19.6% | +8.5% |
| 3Y | -4.4% | +82.2% | -86.7% | -33.3% |
| 5Y | -76.0% | +115.6% | -191.7% | -84.5% |
| All | -78.0% | +124.2% | -202.2% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling