-70.3%
PSKY vs TAP
0.0%
-70.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +1.0% |
| 7D | +2.4% | -2.3% | +4.7% | +3.3% |
| 30D | +17.5% | -9.4% | +26.9% | +21.8% |
| 3M | +4.4% | -0.8% | +5.2% | +4.2% |
| 6M | -9.0% | -14.7% | +5.7% | -3.8% |
| YTD | -18.6% | -13.9% | -4.7% | -14.8% |
| 1Y | -27.7% | -18.6% | -9.1% | -22.8% |
| 3Y | -16.9% | -32.0% | +15.2% | -5.1% |
| 5Y | -70.3% | -1.0% | -69.3% | -73.9% |
| All | -70.3% | 0.0% | -70.2% | -73.9% |
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