-75.6%
PSKY vs TAP
-51.4%
-24.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.4% | -4.9% |
| 7D | -6.8% | -5.1% | -1.8% | -4.5% |
| 30D | +10.2% | -8.4% | +18.7% | +14.7% |
| 3M | +0.3% | -3.9% | +4.2% | +1.6% |
| 6M | -7.8% | -14.4% | +6.6% | -1.7% |
| YTD | -23.0% | -14.7% | -8.2% | -18.2% |
| 1Y | -31.6% | -18.7% | -13.0% | -26.1% |
| 3Y | -21.3% | -32.6% | +11.3% | -8.3% |
| 5Y | -71.5% | -1.4% | -70.0% | -73.6% |
| 10Y | -75.6% | -50.4% | -25.2% | -75.6% |
| All | -75.6% | -51.4% | -24.3% | -75.6% |
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