-96.5%
PLUG vs CBRE
+26.4%
-122.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.9% |
| 7D | +5.8% | +5.2% | +0.7% | +0.8% |
| 30D | -18.5% | +6.2% | -24.8% | -23.5% |
| 3M | -30.0% | -8.1% | -21.9% | -25.8% |
| 6M | -56.2% | -6.6% | -49.5% | -55.4% |
| YTD | -26.4% | -15.7% | -10.7% | -19.7% |
| 1Y | -42.2% | -9.7% | -32.6% | -41.4% |
| 3Y | -76.8% | +80.4% | -157.2% | -90.4% |
| All | -96.5% | +26.4% | -122.8% | -97.9% |
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