-75.6%
PATH vs RJF
+79.5%
-155.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +0.7% | +1.5% | -0.8% | -0.5% |
| 30D | -1.1% | +6.7% | -7.8% | -6.2% |
| 3M | -14.2% | -7.3% | -6.8% | -9.4% |
| 6M | +30.9% | +9.8% | +21.1% | +20.9% |
| YTD | -20.1% | +5.6% | -25.7% | -25.1% |
| 1Y | -8.1% | +2.3% | -10.3% | -11.1% |
| 3Y | -24.3% | +73.6% | -97.9% | -54.7% |
| 5Y | -75.6% | +79.9% | -155.5% | -85.6% |
| All | -75.6% | +79.5% | -155.1% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling