About the Performance Analysis Report

Owned by Tom Fahey (Unlicensed)
Last updated: Jul 19, 2023 by Jacob Mathews (Deactivated)
2 min read

The Performance Analysis report is used to calculate multi-period returns. A multi-period return measures the rate of return over longer time periods, such as quarter-to-date, year-to-date, inception-to-date, and other time periods. You can calculate multi-period returns for the following:

  • Portfolios. You use the Performance Analysis report to calculate multi-period returns for portfolios. In certain cases, you can use the Multiperiod Performance Calculator (MPC). You can also use the Performance Query Tool to calculate multi-period returns for time series data. See Performance Analysis and Reporting for detailed information on using the Performance Analysis report to calculate multi-period returns.

Eagle Performance uses the Performance Analysis engine to calculate multi-period returns and risk statistics for portfolios, as well as attribution results for the Equity and Fixed Income Attribution components. See Performance Attribution for detailed information.

  • GIPS Composites. You use the Performance Analysis report to calculate multi-period returns and attribution at the composite level. After you calculate multi-period returns, you can use the Composite Monitor and its related verification reports to verify composite and constituent membership. See GIPS Composite Management Configuration for detailed information on calculating multi-period composite returns.

  • Benchmarks. You use the Performance Analysis report and Performance Query reports to compare returns for funds and related indexes. If you use the Equity and Fixed Income Attribution components, you can use index data in Performance Analysis attribution reports. Eagle Performance uses the single-period index return data stored in the PERFORM database to calculate multi-period returns for indexes, along with other index data used for analysis. See Benchmark Management for detailed information on using the Performance Analysis report to calculate multi-period returns.

  • Retail Funds. You can use the Performance Analysis report to calculate multi-period returns for retail funds. Eagle's Performance Analysis engine can compound single-period returns into cumulative returns for longer time periods, and derive risk measures and risk-adjusted returns from single-period returns. After you generate the Performance Analysis report, you can use it to drill down into the fund to the security level to analyze prices, analytics, and other data. See Retail Fund Performance for detailed information on using the Performance Analysis report to calculate both single-period and multi-period returns for mutual funds, offshore funds, and unit trusts.

Eagle Performance uses the single-period returns stored in the PERFORM database to calculate multi-period returns. Eagle recommends storing multi-period returns in Eagle's Data Mart. See Data Mart for detailed information.