+101.3%
PSA vs TAP
-51.4%
+152.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -2.2% | -5.1% | +2.8% | -1.1% |
| 30D | -9.6% | -8.4% | -1.1% | -7.7% |
| 3M | -7.9% | -3.9% | -4.0% | -7.2% |
| 6M | -2.0% | -14.4% | +12.4% | +1.3% |
| YTD | +15.7% | -14.7% | +30.5% | +19.5% |
| 1Y | +5.8% | -18.7% | +24.4% | +10.2% |
| 3Y | +21.6% | -32.6% | +54.2% | +31.0% |
| 5Y | +13.1% | -1.4% | +14.5% | +11.2% |
| 10Y | +101.3% | -50.4% | +151.6% | +100.8% |
| All | +101.3% | -51.4% | +152.6% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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