-28.3%
BABA vs PTC
+55.9%
-84.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +11.6% | -0.2% | +11.9% | +11.7% |
| 30D | +2.3% | +0.8% | +1.5% | +2.1% |
| 3M | -13.7% | +32.1% | -45.8% | -22.1% |
| 6M | -21.9% | +42.6% | -64.5% | -32.2% |
| YTD | -24.6% | +12.0% | -36.6% | -28.4% |
| 1Y | -34.1% | +12.2% | -46.3% | -37.6% |
| 3Y | +36.3% | +31.2% | +5.0% | +9.6% |
| All | -28.3% | +55.9% | -84.2% | -49.9% |
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