-91.9%
PLUG vs CBRE
+50.7%
-142.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.4% |
| 7D | -0.9% | -2.0% | +1.1% | +0.6% |
| 30D | +3.3% | -2.2% | +5.5% | +4.9% |
| 3M | -39.7% | +12.9% | -52.6% | -47.4% |
| 6M | -12.5% | +4.3% | -16.8% | -18.7% |
| YTD | +10.2% | -8.0% | +18.2% | +12.6% |
| 1Y | +50.7% | -8.6% | +59.3% | +54.3% |
| 3Y | -74.5% | +71.9% | -146.4% | -87.8% |
| All | -91.9% | +50.7% | -142.6% | -95.6% |
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