+430.4%
DPZ vs PAYC
+1,229.9%
-799.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.2% |
| 7D | -2.5% | -2.9% | +0.3% | -2.1% |
| 30D | -7.0% | +32.8% | -39.7% | -11.4% |
| 3M | +11.6% | +69.3% | -57.7% | +2.3% |
| 6M | -15.2% | +74.0% | -89.1% | -22.8% |
| YTD | -17.2% | +46.4% | -63.7% | -22.9% |
| 1Y | -24.8% | +4.2% | -29.0% | -26.4% |
| 3Y | -8.7% | -19.7% | +11.1% | -9.8% |
| 5Y | -28.9% | -52.0% | +23.1% | -26.3% |
| 10Y | +153.6% | +356.9% | -203.3% | +89.5% |
| All | +430.4% | +1,229.9% | -799.4% | +264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling