-81.0%
PATH vs RJF
+114.3%
-195.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.8% |
| 7D | -2.7% | -0.9% | -1.8% | -2.1% |
| 30D | -1.4% | +5.3% | -6.7% | -5.3% |
| 3M | -16.4% | -6.8% | -9.6% | -12.4% |
| 6M | +23.3% | +11.4% | +11.8% | +13.1% |
| YTD | -19.8% | +5.5% | -25.4% | -24.4% |
| 1Y | -8.6% | +3.7% | -12.2% | -12.3% |
| 3Y | -24.0% | +73.4% | -97.5% | -52.1% |
| 5Y | -77.1% | +78.3% | -155.5% | -85.7% |
| All | -81.0% | +114.3% | -195.2% | -87.6% |
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