+20.0%
PLUG vs CBRE
+421.6%
-401.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.5% | +2.2% |
| 7D | +14.5% | +1.0% | +13.5% | +13.8% |
| 30D | -10.7% | +5.6% | -16.3% | -14.4% |
| 3M | -31.2% | -6.8% | -24.4% | -28.7% |
| 6M | -51.9% | -5.6% | -46.3% | -51.5% |
| YTD | -23.9% | -14.1% | -9.8% | -19.3% |
| 1Y | -43.4% | -9.5% | -33.9% | -42.1% |
| 3Y | -74.7% | +91.8% | -166.5% | -84.9% |
| 5Y | -96.3% | +30.3% | -126.6% | -97.1% |
| 10Y | +20.0% | +406.9% | -386.9% | -65.5% |
| All | +20.0% | +421.6% | -401.6% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling