-97.0%
PLUG vs CBRE
+2,234.5%
-2,331.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.1% |
| 7D | -0.9% | -2.0% | +1.1% | -0.2% |
| 30D | +3.3% | -2.2% | +5.5% | +4.2% |
| 3M | -39.7% | +12.9% | -52.6% | -43.1% |
| 6M | -12.5% | +4.3% | -16.8% | -15.0% |
| YTD | +10.2% | -8.0% | +18.2% | +12.0% |
| 1Y | +50.7% | -8.6% | +59.3% | +53.6% |
| 3Y | -74.5% | +71.9% | -146.4% | -79.7% |
| 5Y | -91.8% | +50.0% | -141.8% | -92.9% |
| 10Y | +43.7% | +390.1% | -346.3% | -21.1% |
| All | -97.0% | +2,234.5% | -2,331.5% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling