-45.1%
PSEC vs SPY
+82.0%
-127.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +4.3% | +0.1% | +4.3% | +4.3% |
| 3M | +2.5% | +2.0% | +0.5% | +0.9% |
| 6M | -11.4% | +13.0% | -24.4% | -19.2% |
| YTD | -2.2% | +13.5% | -15.7% | -11.1% |
| 1Y | -5.8% | +20.0% | -25.8% | -17.9% |
| 3Y | -41.3% | +77.2% | -118.5% | -62.4% |
| All | -45.1% | +82.0% | -127.2% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling