-96.9%
PLUG vs CBRE
+28.0%
-124.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | -6.8% | -4.6% | -2.2% | -2.7% |
| 30D | -16.0% | +3.0% | -19.0% | -18.7% |
| 3M | -38.7% | -8.7% | -30.0% | -34.6% |
| 6M | -61.4% | -7.9% | -53.5% | -60.1% |
| YTD | -31.0% | -16.3% | -14.7% | -24.1% |
| 1Y | -46.2% | -13.1% | -33.1% | -43.2% |
| 3Y | -61.5% | +83.1% | -144.6% | -84.0% |
| 5Y | -96.9% | +27.7% | -124.6% | -98.1% |
| All | -96.9% | +28.0% | -124.9% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling