-81.1%
PATH vs RJF
+110.6%
-191.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -2.1% |
| 7D | -5.6% | +2.2% | -7.8% | -7.2% |
| 30D | -0.7% | +3.4% | -4.1% | -3.3% |
| 3M | -5.9% | -8.7% | +2.9% | +0.1% |
| 6M | +21.6% | +4.1% | +17.5% | +17.0% |
| YTD | -20.6% | +3.7% | -24.4% | -24.2% |
| 1Y | -10.6% | +4.4% | -15.0% | -14.6% |
| 3Y | -24.9% | +69.2% | -94.0% | -51.8% |
| 5Y | -76.8% | +76.6% | -153.4% | -85.3% |
| All | -81.1% | +110.6% | -191.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling