+51.4%
PYPL vs DPZ
+242.9%
-191.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.4% |
| 7D | +2.7% | -2.5% | +5.2% | +3.6% |
| 30D | -4.9% | -7.0% | +2.1% | -2.9% |
| 3M | +28.9% | +11.6% | +17.3% | +23.1% |
| 6M | +18.2% | -15.2% | +33.4% | +23.9% |
| YTD | -5.0% | -17.2% | +12.2% | +0.5% |
| 1Y | -18.8% | -24.8% | +6.0% | -11.4% |
| 3Y | -12.6% | -8.7% | -3.9% | -13.0% |
| 5Y | -80.8% | -28.9% | -51.9% | -79.6% |
| 10Y | +49.9% | +153.6% | -103.7% | +2.2% |
| All | +51.4% | +242.9% | -191.5% | -10.9% |
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