Define Fields for a Monthly from Daily Report

You can use the following field types in a Performance Calculation report to calculate monthly from daily performance data when you run the report:

Performance Analysis
Performance Link Analysis
Performance Risk Analysis

The report always retrieves entity fields, even if you do not process performance data at the security level. You can use security fields only if the report processes performance data at the security level.
The rest of this section provides several useful performance values that you can include in a Performance Calculation report rule used for month to date performance calculation and reporting. For detailed information about setting up Performance Analysis, Performance Link Analysis, and Performance Risk Analysis fields, see Performance Analysis and Reporting.

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Daily and Monthly Return Examples

An example of a monthly return calculation follows. Daily Report Return Calculation Compared to Monthly Report Return Calculation shows a sample daily return calculation used in the Daily report on the left and the corresponding monthly return calculation used in the Monthly report on the right. The Daily report uses a Performance Analysis field to retrieve a gross return. The Monthly report uses a month to date Performance Link Analysis field to calculate the corresponding month to date value.

Daily Report Return Calculation Compared to Monthly Report Return Calculation

Month to Date Return Field Example

You can link daily returns for your month to date return using a Performance Link Analysis field that includes the predefined Month to Date date rule and the Performance Analysis return field. See the sample field shown in the following figure.

Month to Date Return - PLA Field Example

Beginning Market Value Field Example

You can pull the beginning market value for the month using a Performance Link Analysis field that includes a custom date rule and a Performance Analysis field that uses the End Value effect. See the sample field shown in the following figures.

Beginning Market Value - PLA Field Example and Date Rule

Ending Market Value Field Example

You can pull the ending market value for the month to date period using a Performance Link Analysis field that includes a custom date rule and a Performance Analysis field that uses the End Value effect. See the sample field shown in the following figure.
Ending Market Value - PLA Field Example and Date Rule

Month to Date Cash Flows Field Example

You can show the total month to date cash flows using a Performance Risk Analysis field that uses the Sum function, the predefined Month to Date time period, and your Performance cash flow field. See the sample field shown in the following figure.
Month to Date Cash Flows - PRA Field Example

Month to Date Gain Loss Field Example

You can show the total month to date gain/loss using a Performance Risk Analysis field that uses the Sum function, the predefined Month to Date time period, and your Performance gain/loss field. See the sample field shown in the following figure.

Month to Date Gain Loss - PRA Field Example

Month to Date Investment Base Field Example

You can show the average month to date investment base using a Performance Risk Analysis field that uses the Cumulative Mean Return function, the predefined Month to Date time period, and your Performance Investment Base field. See the sample field shown in the following figure.

Month to Date Investment Base - PRA Field Example