-78.1%
PSKY vs TAP
+1.4%
-79.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -5.7% |
| 7D | -24.6% | +6.2% | -30.8% | -27.7% |
| 30D | -36.1% | +1.1% | -37.3% | -36.6% |
| 3M | -38.5% | -25.4% | -13.1% | -22.9% |
| 6M | -38.5% | -25.4% | -13.1% | -22.9% |
| YTD | -38.5% | -25.4% | -13.1% | -22.9% |
| 1Y | -38.5% | -25.4% | -13.1% | -22.9% |
| 3Y | -40.7% | -25.7% | -15.0% | -25.5% |
| All | -78.1% | +1.4% | -79.5% | -78.3% |
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