It depends on how long your Sprint is.
Consider that Sprint Review is timeboxed to 4 hours for 1 month / 4 week Sprints, Sprint Retrospective is 3 hours for a 1 month / 4 week Sprint, and Sprint Planning is 8 hours for a 1 month / 4 week Sprint. Each of these events is described as "usually shorter" for shorter Sprints.
If you have a 1 month Sprint, you can't fit all three events into the same day. The Sprint Review and Sprint Retrospective alone would have 7 hours allocated to them, with another 8 hours allocated to the Sprint Planning.
If you consider that "usually shorter" may allow you to be proportionally shorter, in a 2 week Sprint, you would allocate about 2 hours for Sprint Review, 1.5 hours for Sprint Retrospective, and 4 hours for Sprint Planning. This would add up to about 7.5 hours - it fits into a typical work day, but it would still be grueling.
Personally, I would not recommend trying to fit all of the activities on one day. I've found that Sprint Review and Sprint Retrospective make sense on a single day, since together they mark the end of a Sprint. Sprint Planning makes sense for a second day.
I would highly advise against short-changing the timeboxes, as well, to try to fit the events into a day. Even if your team manages to usually finish the event's objectives faster, you don't want to compress the schedules to the point of the team not being able to achieve the desired objectives in the future.