-35.3%
BABA vs PTC
+0.1%
-35.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.9% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | -5.0% | +1.5% | -6.5% | -5.1% |
| 3M | -18.4% | +37.8% | -56.1% | -20.7% |
| 6M | -20.3% | +41.2% | -61.5% | -23.1% |
| YTD | -27.5% | +12.0% | -39.5% | -33.7% |
| 1Y | -35.3% | +1.6% | -37.0% | -43.4% |
| All | -35.3% | +0.1% | -35.4% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling