-57.1%
PSEC vs SPY
+75.1%
-132.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -12.4% | -2.7% | -9.7% | -11.0% |
| 30D | -21.6% | -5.4% | -16.2% | -18.8% |
| 3M | -32.6% | -4.1% | -28.6% | -30.9% |
| 6M | -43.9% | +0.7% | -44.6% | -44.4% |
| YTD | -35.7% | +8.7% | -44.4% | -39.5% |
| 1Y | -32.3% | +10.9% | -43.2% | -37.1% |
| 3Y | -57.1% | +75.0% | -132.1% | -65.2% |
| All | -57.1% | +75.1% | -132.2% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling