-10.0%
PSEC vs VT
+224.5%
-234.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.9% | +0.4% | -1.3% | -1.2% |
| 30D | +4.3% | +1.0% | +3.4% | +3.6% |
| 3M | +2.5% | +2.4% | +0.1% | +0.5% |
| 6M | -11.4% | +12.0% | -23.4% | -18.9% |
| YTD | -2.2% | +15.3% | -17.5% | -12.5% |
| 1Y | -5.8% | +22.6% | -28.4% | -19.7% |
| 3Y | -41.3% | +74.7% | -115.9% | -61.9% |
| 5Y | -45.7% | +66.1% | -111.8% | -63.8% |
| All | -10.0% | +224.5% | -234.4% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling