-28.8%
DPZ vs PAYC
-51.7%
+22.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.0% |
| 7D | -2.5% | -2.9% | +0.3% | -2.0% |
| 30D | -7.0% | +32.8% | -39.7% | -12.4% |
| 3M | +11.6% | +69.3% | -57.7% | 0.0% |
| 6M | -15.2% | +74.0% | -89.1% | -24.6% |
| YTD | -17.2% | +46.4% | -63.7% | -24.2% |
| 1Y | -24.8% | +4.2% | -29.0% | -26.7% |
| 3Y | -8.7% | -19.7% | +11.1% | -8.6% |
| All | -28.8% | -51.7% | +22.9% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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