-26.5%
PLUG vs CBRE
+379.0%
-405.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.4% | -10.9% | -10.8% |
| 7D | -23.4% | -1.8% | -21.7% | -22.4% |
| 30D | -23.4% | +3.3% | -26.7% | -25.4% |
| 3M | -51.7% | -12.4% | -39.4% | -47.8% |
| 6M | -72.0% | -5.4% | -66.6% | -71.7% |
| YTD | -43.7% | -17.2% | -26.4% | -38.7% |
| 1Y | -55.4% | -13.1% | -42.3% | -53.1% |
| 3Y | -68.0% | +81.6% | -149.6% | -80.0% |
| 5Y | -97.4% | +26.4% | -123.9% | -98.0% |
| All | -26.5% | +379.0% | -405.5% | -79.1% |
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