To run the Performance Analysis report, you create a Performance Analysis report profile, as shown in the following figure.
The report profile works like other PACE drill-down reports, except for the additional requirement to set the level at which the risk, contribution, and attribution statistics are calculated. The report uses the returns and weights at the level of the Performance Model you select in the Analysis option section to calculate risk, contribution, and attribution statistics. You can also specify whether you want the report to let you drill down below that level to view results.
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