-81.2%
PATH vs RJF
+108.0%
-189.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.8% |
| 7D | -5.3% | +3.6% | -8.9% | -7.7% |
| 30D | -0.5% | +3.5% | -4.1% | -3.2% |
| 3M | -7.1% | -9.2% | +2.1% | -0.9% |
| 6M | +23.8% | +2.5% | +21.3% | +20.4% |
| YTD | -20.7% | +2.5% | -23.2% | -23.6% |
| 1Y | -8.1% | +2.3% | -10.4% | -10.9% |
| 3Y | -21.8% | +68.7% | -90.5% | -49.7% |
| 5Y | -76.8% | +74.4% | -151.3% | -85.2% |
| All | -81.2% | +108.0% | -189.2% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling