-74.7%
PLUG vs CBRE
+85.6%
-160.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.5% | +2.3% |
| 7D | +14.5% | +1.0% | +13.5% | +13.9% |
| 30D | -10.7% | +5.6% | -16.3% | -13.9% |
| 3M | -31.2% | -6.8% | -24.4% | -28.7% |
| 6M | -51.9% | -5.6% | -46.3% | -51.2% |
| YTD | -23.9% | -14.1% | -9.8% | -18.8% |
| 1Y | -43.4% | -9.5% | -33.9% | -42.1% |
| 3Y | -74.7% | +91.8% | -166.5% | -91.8% |
| All | -74.7% | +85.6% | -160.3% | -91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling