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Nobody here really knows, unless you're an exec at Sony. Anyway my best guess is that it might be turning a small profit, independent of taxes.

-Home has transactions all the time
-Games, movies, music videos and music are sold on PSN. Sony makes all four while MS makes only one of these so it has to pay others to become a vendor while sony pays nobody.
-premium services are about to come out so the PSN is clearly in a state of growth

But really, the online services can run a loss because the real reason that they are there is to facillitate more game sales. Having online gaming makes you want to get that FPS or whatever and this is why the big 3 have online services in the first place. All of the stuff that they sell online can certainly help but i'm not sure if that really matters so much but it will help.