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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.
When you get the report results back, you can drill down to stock level, query the database for things like the time series of prices or analytics for the security, export the results to Microsoft Excel, and so on
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PACE maintains information that is used to determine profile instances and report types. The Performance Calculation and Composite Weighted Return reports populate this information.
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The Performance Analysis report profile provides a template for creating multiple period risk and returns.
To create a Performance Analysis report profile:
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The options for the report profile are similar to those for other PACE drill-down reports, with the exception of several options specific to Eagle Performance.
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Option
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Description
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Entities
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The entities to include in the Performance Analysis report, selected from the Entity Selector. For more information, refer to the PACE Reporting Reference Guide.
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Effective Date period
The date period to use for the report. Options include:
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The Options button allows you to define the following types of information in the Advanced Options dialog box:
- Data filter options in the Specify Filter tab. For general information, refer to the PACE Reporting Reference Guide. For information about using filters for dynamic performance, refer to "Classifications, Filters, and Range Rules."
- Currency conversion options in the Select a Currency tab. For more information, refer to "Converting Returns From One Base Currency to Another."
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Option
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Description
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Scheduling Options
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You can schedule report profiles to run at the same time every day or as part of an overnight cycle of scheduled reports. For information, refer to the PACE Reporting Reference Guide.
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Report Options
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Clicking the Options button displays the Report Options dialog box, where you can define standard reporting and distribution options described in the PACE Reporting Reference Guide. The following nonstandard options apply to Eagle Performance:
- Use this language for the Report. If you set up Eagle to support languages in addition to English, you can specify a different language to use for the report results. The default language is English.
- Include TOTAL row in results. Determines whether the report displays the Total row. By default, this check box is cleared, and the Total row does not appear. For more information, refer to "Displaying and Hiding the Total Row."
- Set Report Thresholds. Allows you to control the number of entities and time periods used when running the report. For more information, see "Setting Report Threshold for Entities and Time Period."|
In Step 3 of 3, define the options to name the report and so on. See the previous figure.
For more information about these standard options, refer to the PACE Reporting Reference Guide.
- Click Finish to save your changes for all pages of the dialog box.
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You can use the Submit with Overrides option to temporarily change several types of Performance Analysis report attributes before you submit the report. This option is useful for submitting published reports, because the only person who can change the published report is the report owner.
To run a Performance Analysis Report on an ad hoc basis:
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- Override the dates defined in the report profile. For more information, refer to "Creating a Performance Analysis Report Profile."
- Override the server log level used for the report. For more information, refer to "Performance Analysis Logging."
- Override the entities defined in the report profile.
- Select a language for the Report. If you set up Eagle to support languages in addition to English, you can specify a different language to use for the report results. The default language is English.
The report can include multilingual security field attributes such as security name, entity field attributes such as portfolio name and benchmark name, and performance model information such as GICS sector. For general information about generating OLAP report results in multiple languages, refer to the PACE Reporting Reference Guide.
- Generate EagleEye Analysis output for use in report troubleshooting. For more information, refer to "Chapter 6: Using EagleEye Analysis."
You can click the Select a Report Rule and a Field Rule tab to override the report rule associated with the report profile, and/or override the field rule specified in the selected report rule. See the previous figure.
For more information, refer to "Performance Analysis Report Rule" and "Performance Analysis Fields."
- You can click the Select the Grouping Rule tab, shown in the previous figure, to override the:
- Grouping Rule. Grouping rule associated with the selected report rule. Overriding the grouping rule allows you to select different performance models or dynamic grouping by using a grouping that differs from your standard performance model. This process, called Dynamic Aggregated Performance Analysis, allows you to perform "what-if" analysis without rerunning and committing historical performance for the grouping in a new performance model. It also allows you to "look through" a compound instrument, such as an Exchange Traded Fund, into its constituents to see a true exposure. For general information about grouping rules, refer to "Performance Analysis Report Rule." For more information about using dynamic groupings, refer to "Chapter 5: Using Dynamic Aggregated Performance Analysis."
- Analysis Options. For more information, refer to "Understanding the Analysis Options."
- Global Attribution Options. You can override the Global Attribution Group field's Options and Field Map to use for the analysis in attribution reports. This option is available when the fields in the Field Rule of the underlying report only contain Global Attribution fields from a single Global Attribution Field Group. If multiple Global Attribution Field Group fields are present in the attribution report's Field Rule, then this option is unavailable. For more information, refer to the Attribution User Guide.
- You can click the Select the Currency tab to override the currency conversion options associated with the report profile. See the previous figure.
For more information, refer to "Converting Returns From One Base Currency to Another."
- You can click the Select the Benchmark tab to override the benchmark assignments associated with the entities selected for the report. See the previous figure.
For more information, refer to "Overriding a Benchmark – Submit with Override."
- Click OK to submit the report.
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You can override benchmark assignments from the Submit with Override window. The override is created by specifying:
- A different benchmark
- Another benchmark assignment
Choose the Select the Benchmark tab on the Submit with Override window to initiate benchmark definitions. All valid benchmark definitions are displayed. You can either override the assignment, or, assign a specific entity. See the following figure.
This feature is used with all Performance Analysis reports like Perf Link Analysis, Risk Statistics, Equity Attribution, and Fixed Income Attribution.
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The Advanced Report Override window provides a second technique for initiating Benchmark overrides. You can override either:
- The benchmark assignment
- A specific entity
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