What you said is right because to be able to build a good team is not a day work it requires time, so xabi Alonso will definitely needs time to work on his team and to be able to get the anticipated result. Lossing a match doesn't mean that he isn't good and also there was no good defenders on the day of that match. There is no doubt that PSG has proven to be good but I think the hype is too much because sometimes football doesn't end the way we expect it to.what Chelsea needs now is to prepare and focus on how to win the final because they already know what they are up against, so if they want to win they need to be ready.
It is true that building a team isn't easy, especially when you are trying to rebuild a team that has been performing very badly for a long time, but the Real Madrid case is different, and I think it is easy for Xabi Alonso to build Real Madrid into what it used to be because Real Madrid is a club that has money to spend in the transfer window, and quality players will accept to play for Real Madrid easily. Xabi Alonso is already a good coach; he just needs to bring a few new players to Real Madrid, and he will perform well at Real Madrid next season.