-31.3%
BABA vs PTC
+6.0%
-37.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +3.3% |
| 7D | -4.8% | -10.3% | +5.5% | -1.3% |
| 30D | -11.9% | +1.1% | -13.0% | -12.8% |
| 3M | -9.3% | +1.6% | -10.9% | -10.8% |
| 6M | -14.2% | -13.5% | -0.8% | -10.8% |
| YTD | -22.0% | -19.1% | -3.0% | -17.0% |
| 1Y | -12.7% | -33.9% | +21.2% | +0.8% |
| 3Y | +26.7% | -3.9% | +30.6% | +13.6% |
| All | -31.3% | +6.0% | -37.3% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling