-96.0%
PLBY vs SPY
+67.4%
-163.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.6% |
| 7D | +9.3% | -2.7% | +12.0% | +13.9% |
| 30D | +26.5% | -5.4% | +31.9% | +37.0% |
| 3M | +11.2% | -4.1% | +15.3% | +18.0% |
| 6M | -23.2% | +0.7% | -23.9% | -24.0% |
| YTD | -31.4% | +8.7% | -40.1% | -38.4% |
| 1Y | 0.0% | +10.9% | -10.9% | -13.0% |
| 3Y | +87.0% | +75.0% | +12.0% | -22.7% |
| All | -96.0% | +67.4% | -163.4% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling