-87.0%
PLBY vs SPY
+134.4%
-221.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.4% |
| 7D | -0.8% | +2.6% | -3.4% | -4.6% |
| 30D | +29.3% | -2.0% | +31.3% | +32.9% |
| 3M | +3.2% | -2.8% | +6.0% | +7.2% |
| 6M | -8.6% | +2.1% | -10.7% | -11.6% |
| YTD | -31.9% | +11.5% | -43.4% | -41.3% |
| 1Y | -22.9% | +13.5% | -36.4% | -35.1% |
| 3Y | +178.9% | +77.7% | +101.2% | +14.6% |
| 5Y | -96.1% | +72.6% | -168.7% | -98.2% |
| All | -87.0% | +134.4% | -221.4% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling