Create a Performance Only Source Rule for a Monthly from Daily Report

When you calculate monthly returns from daily returns, you configure the Performance Calculation report profile to run in "Performance Only" mode. Performance Only mode indicates that the Monthly report profile uses a Performance type source rule to retrieve the data.

The Performance source is the source that Eagle Performance uses when it commits performance data, such as Eagle PACE. If you switch a Performance Calculation report for use from a Daily report to a Monthly report, it is likely that the underlying source rule for the daily Performance Calculation report has both position and cash activity sources specified. If you use that underlying source rule, the system processes data below the Total level based on securities held in positions and cash activity and cannot process data below the Total level for entities with no holdings, such as benchmarks and custom benchmarks.

In order to switch a Performance Calculation report from a Daily report to a Monthly report, you must use a source rule that specifies only a source for Performance data. The Performance Calculation report uses the daily data stored in the PERFORM database, just as the Performance Analysis report does.

An example of a Performance type source rule used in a Monthly from Daily report follows. See the following figure. For detailed instructions on using this source rule in a report, see Create a Monthly from Daily Report.

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