-30.1%
BABA vs PTC
+55.4%
-85.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | +3.8% | +0.8% | +3.0% | +3.6% |
| 30D | -5.4% | +0.7% | -6.1% | -5.6% |
| 3M | -17.9% | +32.6% | -50.5% | -26.0% |
| 6M | -24.1% | +33.6% | -57.6% | -32.2% |
| YTD | -27.4% | +12.4% | -39.9% | -31.2% |
| 1Y | -36.1% | +11.2% | -47.3% | -39.2% |
| 3Y | +35.4% | +31.7% | +3.7% | +8.7% |
| 5Y | -30.1% | +60.1% | -90.2% | -52.2% |
| All | -30.1% | +55.4% | -85.5% | -52.2% |
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