I just stumbled over something PJ says in the following trailer on CBS.com:

http://www.cbs.com/shows/the_mentalist/red-john/

At about 02:00 he says "I recall all the names of the people that I've met since RJ murdered my family". This means RJ cannot be someone of his early carnival days and neither someone he met during his psychic phase, which obviously ended with the murderer of his wife and daughter.

This rules out quite a few theories about PJ having a (step) brother who decided to turn against him etc., doesn't it?