-88.2%
PLBY vs SPY
+138.7%
-226.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.3% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | +0.9% | +0.1% | +0.8% | +0.7% |
| 3M | -11.4% | +2.0% | -13.4% | -14.2% |
| 6M | -36.8% | +13.0% | -49.8% | -46.8% |
| YTD | -37.8% | +13.5% | -51.3% | -47.7% |
| 1Y | -29.9% | +20.0% | -49.9% | -45.7% |
| 3Y | -10.7% | +77.2% | -87.9% | -63.1% |
| 5Y | -95.7% | +81.9% | -177.6% | -98.1% |
| All | -88.2% | +138.7% | -226.9% | -95.5% |
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