-86.9%
PLBY vs SPY
+128.5%
-215.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.6% |
| 7D | +9.3% | -2.7% | +12.0% | +14.0% |
| 30D | +26.5% | -5.4% | +31.9% | +37.1% |
| 3M | +11.2% | -4.1% | +15.3% | +18.1% |
| 6M | -23.2% | +0.7% | -23.9% | -24.0% |
| YTD | -31.4% | +8.7% | -40.1% | -38.5% |
| 1Y | 0.0% | +10.9% | -10.9% | -13.1% |
| 3Y | +87.0% | +75.0% | +12.0% | -22.1% |
| 5Y | -96.0% | +67.8% | -163.8% | -98.0% |
| All | -86.9% | +128.5% | -215.4% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling