Performance Analysis Profile

To run the Performance Analysis report, you create a Performance Analysis report profile, as shown in the following figure.

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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. You can see the Report profile parameters in the results by adding the Report Parameter custom field to the field rule. The Report Parameter custom field has a dropdown box to select the parameter. This report profile parameter will be displayed at the Total level in the field in the report output.

The Performance Analysis report can also link returns to generate a multi-period performance analysis. The following figure shows a month-to-date performance comparison report.

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Common Profile and Report Type Information

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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