+33.6%
PSEC vs SPY
+937.6%
-904.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.7% | +5.0% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | -10.2% | -3.3% | -6.9% | -7.6% |
| 3M | -31.6% | -2.4% | -29.2% | -30.2% |
| 6M | -32.4% | +2.6% | -34.9% | -34.1% |
| YTD | -31.1% | +11.2% | -42.4% | -37.6% |
| 1Y | -32.6% | +13.4% | -45.9% | -40.0% |
| 3Y | -58.6% | +79.9% | -138.5% | -76.0% |
| 5Y | -66.5% | +72.2% | -138.6% | -80.0% |
| 10Y | -30.0% | +307.3% | -337.4% | -82.5% |
| All | +33.6% | +937.6% | -904.1% | -83.9% |
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