Performance Analysis Report Step 1 Global Attribution Group Options

Which entities are you interested in?

Specifies the entities you want to include in the report.

Specify the date period you want to run.

Specifies the date period to use for the report. Options include:

• Current Date
  
• Current Date - recent for all entities
  
• Previous Date
  
• Previous Date - recent for all entities
  
• Current Month
  
• Today
  
• Yesterday
  
• Previous Month
  
• As of
  
• From the Date Rule
  
• Link Period Override. Performs Any Date to Any Date attribution for fixed date linking periods.
  
• Link Period Override (Date Rule). Overrides linking periods entered using a date rule.

Specify the Report Rule and the related options you would like to use for your report.

Specifies the report rule to use for the report. See Performance Analysis and Reporting for details.

Analysis option

Displays the following dialog box, which allows you to define a set of calculation and display level options and dynamic performance options.


Options for Calculation & Display Level include:

• Selected level to calculate attribution and display results down to. Specifies the lowest level of the performance model at which the report uses returns and weights to calculate risk, contribution, and attribution statistics. By default, the field displays a value of Total. You must select a level other than Total for a meaningful attribution analysis.
  
• Limit results to the level selected above. If you set the prior field to a performance model level other than Security Level, this option allows you to limit the results you retrieve and display. It determines whether the report displays all results or only displays results down to the level specified in the prior field. If displaying results down to a selected level, you can specify whether the report retrieves security level data for rollup purposes, and whether the report additionally displays security level data. See Performance Analysis and Reporting for details.
  
• Show attribution inputs below selected level. For attribution reports, you can select this check box to display the attribution input weights and returns below the level selected for the calculation of attribution statistics in the Selected level to calculate attribution and display results down to field. Otherwise, clear the check box to prevent display of the attribution inputs below the selected level.
  
• Suppress benchmark data not held by the profile portfolio. Select this check box to exclude benchmark data in the results for securities where the benchmark includes holdings that the related portfolio does not hold.
  
  Options for Dynamic Performance include:
  
• Portfolio Look Through. Allows you to assess your true exposure. Before performing dynamic segment and total rollups from the security level, a look through is performed on any securities held in the portfolios that are actually compound security entities. See Performance Analysis and Reporting for details.
  
• Apply Filter for Benchmark. If you set up a data filter for the portfolio when you defined the grouping rule, this option allows you to apply that filter to the benchmark.

Specify additional options by clicking on the button below.

Defines the following types of information in the Advanced Options dialog box:

• Data filter options in the Specify Filter tab
  
• Currency conversion options in the Select a Currency tab
  See the PACE Reporting Reference Guide for details.