-67.3%
PSEC vs SPY
+72.1%
-139.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.8% |
| 7D | +3.5% | +2.6% | +1.0% | +1.7% |
| 30D | -6.6% | -2.0% | -4.7% | -5.4% |
| 3M | -34.4% | -2.8% | -31.6% | -33.2% |
| 6M | -28.2% | +2.1% | -30.4% | -29.5% |
| YTD | -33.4% | +11.5% | -44.9% | -38.8% |
| 1Y | -35.7% | +13.5% | -49.2% | -41.7% |
| 3Y | -57.4% | +77.7% | -135.1% | -72.9% |
| All | -67.3% | +72.1% | -139.4% | -79.6% |
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