+89.7%
PSEC vs SPY
+959.1%
-869.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.2% |
| 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% | +0.5% |
| 6M | -11.4% | +13.0% | -24.4% | -20.6% |
| YTD | -2.2% | +13.5% | -15.7% | -12.8% |
| 1Y | -5.8% | +20.0% | -25.8% | -20.1% |
| 3Y | -41.3% | +77.2% | -118.5% | -65.4% |
| 5Y | -45.7% | +81.9% | -127.6% | -69.1% |
| 10Y | -9.7% | +314.1% | -323.7% | -77.7% |
| All | +89.7% | +959.1% | -869.4% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling