+63.2%
PYPL vs DPZ
+238.1%
-174.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.2% |
| 7D | +3.9% | +6.6% | -2.6% | +1.7% |
| 30D | +7.8% | +10.3% | -2.5% | +4.1% |
| 3M | -0.7% | -6.2% | +5.5% | +0.9% |
| 6M | +28.8% | +4.2% | +24.5% | +25.6% |
| YTD | +2.4% | -18.4% | +20.8% | +8.6% |
| 1Y | -9.6% | -14.9% | +5.3% | -5.6% |
| 3Y | +9.7% | -4.6% | +14.3% | +7.2% |
| 5Y | -73.5% | -27.4% | -46.1% | -72.0% |
| 10Y | +46.5% | +125.9% | -79.5% | +4.0% |
| All | +63.2% | +238.1% | -174.9% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling