+22.0%
PAYX vs DPZ
-34.0%
+56.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -7.9% | -8.6% | +0.7% | -5.7% |
| 30D | -5.0% | -11.2% | +6.2% | -2.1% |
| 3M | +15.1% | +1.4% | +13.7% | +14.5% |
| 6M | +23.9% | -19.9% | +43.8% | +30.2% |
| YTD | +6.2% | -23.0% | +29.2% | +12.5% |
| 1Y | -9.6% | -28.2% | +18.6% | -2.6% |
| 3Y | +5.8% | -14.2% | +20.0% | +6.7% |
| 5Y | +22.0% | -33.4% | +55.4% | +32.1% |
| All | +22.0% | -34.0% | +56.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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