+14,023.4%
PSA vs TAP
+825.0%
+13,198.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -3.7% | -2.3% | -1.4% | -3.3% |
| 30D | -7.7% | -2.1% | -5.6% | -7.4% |
| 3M | -0.6% | +6.6% | -7.2% | -1.7% |
| 6M | -0.9% | -11.5% | +10.6% | +1.0% |
| YTD | +18.7% | -10.3% | +28.9% | +20.5% |
| 1Y | +7.6% | -14.4% | +22.0% | +10.1% |
| 3Y | +23.7% | -28.3% | +51.9% | +29.5% |
| 5Y | +13.7% | +1.7% | +12.0% | +11.6% |
| 10Y | +98.9% | -49.2% | +148.1% | +110.2% |
| All | +14,023.4% | +825.0% | +13,198.4% | +10,073.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling