+28.2%
BABA vs PTC
+270.9%
-242.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +3.6% |
| 7D | -4.8% | -10.3% | +5.5% | -0.9% |
| 30D | -11.9% | +1.1% | -13.0% | -12.8% |
| 3M | -9.3% | +1.6% | -10.9% | -11.1% |
| 6M | -14.2% | -13.5% | -0.8% | -11.0% |
| YTD | -22.0% | -19.1% | -3.0% | -17.3% |
| 1Y | -12.7% | -33.9% | +21.2% | +0.2% |
| 3Y | +26.7% | -3.9% | +30.6% | +19.0% |
| 5Y | -29.3% | +6.0% | -35.4% | -37.6% |
| 10Y | +21.2% | +223.7% | -202.5% | -40.5% |
| All | +28.2% | +270.9% | -242.7% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling