-27.7%
BABA vs PTC
+59.6%
-87.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | -15.9% | +39.6% | -55.5% | -25.7% |
| 6M | -17.5% | +41.5% | -59.0% | -28.2% |
| YTD | -25.6% | +11.7% | -37.3% | -29.3% |
| 1Y | -33.8% | +2.4% | -36.3% | -35.1% |
| 3Y | +34.6% | +31.9% | +2.7% | +7.8% |
| 5Y | -27.7% | +54.5% | -82.2% | -49.5% |
| All | -27.7% | +59.6% | -87.3% | -49.5% |
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