+34.5%
BABA vs PTC
+31.8%
+2.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +8.6% | -0.1% | +8.7% | +8.6% |
| 30D | -1.1% | +0.8% | -1.9% | -1.2% |
| 3M | -15.9% | +39.6% | -55.5% | -19.9% |
| 6M | -17.5% | +41.5% | -59.0% | -21.8% |
| YTD | -25.6% | +11.7% | -37.3% | -27.3% |
| 1Y | -33.8% | +2.4% | -36.3% | -34.5% |
| All | +34.5% | +31.8% | +2.7% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling