This report retrieves the daily returns for the fund and benchmark from the database, and geometrically links them to form the month-to-date return. The report is constructed in the same way as the daily report, except that you use Performance Link Analysis fields, as shown in the following two figures.
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Performance Link Analysis Field Options
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Image ModifiedThe following table describes Performance Link Analysis field options.
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For example, to configure the sample Performance Analysis field in the following figure to support contribution smoothing, you set Effect to Contribution and you set Smoothing to Carino-1992.
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The sample PLA field in the following figure uses the Performance Analysis field shown in the previous figure.
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Cariño (1992) Contribution Smoothing
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