-55.4%
PLUG vs CBRE
-13.6%
-41.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.4% | -10.9% | -10.6% |
| 7D | -23.4% | -1.8% | -21.7% | -23.0% |
| 30D | -23.4% | +3.3% | -26.7% | -23.9% |
| 3M | -51.7% | -12.4% | -39.4% | -50.0% |
| 6M | -72.0% | -5.4% | -66.6% | -71.4% |
| YTD | -43.7% | -17.2% | -26.4% | -41.5% |
| 1Y | -55.4% | -13.1% | -42.3% | -56.3% |
| All | -55.4% | -13.6% | -41.8% | -56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling