-35.1%
PSKY vs TAP
+100.1%
-135.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.5% |
| 7D | -0.2% | -2.3% | +2.1% | +1.0% |
| 30D | +24.0% | -2.1% | +26.1% | +25.1% |
| 3M | +2.2% | +6.6% | -4.4% | -2.0% |
| 6M | -9.0% | -11.5% | +2.5% | -4.0% |
| YTD | -18.1% | -10.3% | -7.9% | -14.9% |
| 1Y | -25.1% | -14.4% | -10.7% | -20.5% |
| 3Y | -16.3% | -28.3% | +11.9% | -4.6% |
| 5Y | -70.4% | +1.7% | -72.1% | -73.1% |
| 10Y | -74.2% | -49.2% | -24.9% | -68.1% |
| All | -35.1% | +100.1% | -135.2% | -65.2% |
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