+13.6%
PSA vs TAP
0.0%
+13.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.0% |
| 7D | -0.4% | -2.3% | +1.9% | +0.2% |
| 30D | -8.2% | -9.4% | +1.2% | -5.8% |
| 3M | -2.1% | -0.8% | -1.3% | -2.1% |
| 6M | -0.2% | -14.7% | +14.5% | +3.7% |
| YTD | +18.5% | -13.9% | +32.4% | +22.5% |
| 1Y | +6.6% | -18.6% | +25.2% | +11.6% |
| 3Y | +24.5% | -32.0% | +56.5% | +34.8% |
| 5Y | +13.6% | -1.0% | +14.6% | +15.1% |
| All | +13.6% | 0.0% | +13.6% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling