Roberto Firmino's stoppage-time equaliser earned Alexander-Arnold a 2-2 draw in the opening game of their best-of-three battle, but Pessoa - controlling RB Leipzig, no doubt for sponsorship reasons - turned up the heat thereafter, winning 4-1 and 2-0 in the remaining contests.
"They were good games, I'm quite proud of myself to be fair," the England right-back said. "I haven't played that bad, I just haven't taken the chances."
The avatars of Firmino and Mo Salah were certainly guilty of squandering a string of openings.
That was less of a problem in the opening game, with Alexander-Arnold left gushing over his own work as Gini Wijnaldum finished a fine passing move to make it 1-1.
"I don't usually watch replays but I'm going to have to watch that because I'm proud of myself," he said.
The 21-year-old said he was in isolation at home with his mum, and being "kept sane" by his two dogs.
"I'm trying to stay fit and trying to stay positive, because we don't know when (football) is going to start again," he said.