Work with Performance Data
- Tom Fahey (Unlicensed)
- Jacob Mathews (Deactivated)
- Pamela Totas (Deactivated)
PERFORM Database
The PERFORM database stores single-period returns and weights for composites, portfolios, and standard and custom indexes, along with performance market values and other performance solution-specific data.
Eagle Performance uses the single-period returns stored in the PERFORM database to calculate multi-period returns. It does not store multi-period returns in the PERFORM database. If you need to store multi-period returns, you have the option of storing the report's multi-period return information in Eagle's Data Mart. Use of the Data Mart allows you to store certain types of multi-period returns and other performance data that you cannot store in the PERFORM database using the commit process. See Data Mart for information about Eagle's Data Mart.
PERF_SUMMARY Table
This is a summary table for each unique entity, date, performance model, and source. There is also a row stored for each set of security data stored for each fund and date. This table stores information about a set of returns, not the actual returns themselves. Data is stored based on a key in the PERF_SUMMARY table and is joined to the PERF_SEC_RETURNS table. PERF_SUM_INST is the unique key. The following table lists the key fields that are used in performance calculations.
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Column | Description |
|---|---|
ENTITY_ID | Stores the entity identifier, which joins to the ENTITY table. |
BEGIN_EFFECTIVE_DATE | This field is not used. |
END_EFFECTIVE_DATE | Stores the end date of the period. |
SRC_INTFC_INST | Stores the data source, which joins to pace_master..src_interface table. When Eagle Performance commits returns, the source interface instance is equal to 4 (Eagle PACE) by default, or you can designate your own performance source. |
PERF_FREQ_CODE | Stores the performance frequency code. Values include: |
PERF_SUM_INST | Stores a unique instance for each entity, date, rollup model type/security level and source. |
DICTIONARY_ID | Stores the performance model ID. Created by performance commit process if returns are calculated in PACE. Must match up to fund data for same model if loaded into PACE, that is, for benchmarks and performance history. |
PERF_SUMMARY_TYPE | Stores the performance summary type. Values include: |
STRATEGY_ID | This stores strategy ID from the rulesdbo.strategy table when strategies are in use. The default value in this table is 0 when not in use. |
The following figure shows the PERF_SUMMARY table.
PERF_SEC_RETURNS Table
This table stores rollup and security level returns. Any data relevant to performance reporting may be stored. More than 100 columns are available for storage. The following table lists the key fields that are used in performance calculations.
Column | Description |
|---|---|
PERF_SUM_INST | Stores the performance summary instance, which joins to the PERF_SUMMARY table. |
SECURITY_ALIAS | Stores the security alias, which joins to the SECURITY..SECURITY_MASTER table. Zero "0" is used for segment level returns. |
FIELD_ATTRIBUTE_ID | This column is not used. |
PERF_ROLLUP_RETURNS_ID | Stores the performance rollup returns identifier, which joins to the DICTIONARY_FORMAT table to get the segment model node. Zero "0" is used for security level returns. |
STRATEGY_DETAIL_ID | For use when storing multiple returns for a single security alias and entity using a strategy field (current default is long_short_indicator). This value is linked to the rulesdbo.strategy_detail table and strategy_detail_id column. The default value is 0 when strategies are not in use. |
TOT_RETURN | This is the first column you can use to store returns and other statistics related to returns. This column is used by default as the return column used to float indexes when PACE is calculating floating weight blended benchmarks. |
ABAL | Stores the average invested balance (ABAL). If you are going to use custom benchmarks, then you must load this column with the beginning weight for the source indexes. Given this, you should use this column for beginning weight for all entities. |
The following figure shows the PERF_SEC_RETURNS table.
PERF_SEC_ROLLUP_RELATION Table
This table links rollup and security returns within the PERF_SEC_RETURNS table. The following table lists the key fields that are used in performance calculations.
Column | Description |
|---|---|
INSTANCE | Stores the instance, which requires a unique ID. |
ENTITY_ID | Stores the entity identifier, which links to the PERF_SUMMARY table. |
DICTIONARY_ID | Stores the dictionary identifier that links to the Dictionary tables. |
EFFECTIVE_DATE | Stores the effective date. This is time sensitive. A new row is inserted when a security changes dictionary node. |
SECURITY_ALIAS | Stores the security alias, which links to the SECURITY_MASTER table for securities. |
PERF_ROLLUP_RETURNS_ID | Stores the performance rollup returns identifier, which links to the segment definition in the Dictionary tables. |
STRATEGY_DETAIL_ID | For use when storing multiple returns for a single security alias and entity using strategy fields (current default is long_short_indicator). This value is linked to the rulesdbo.strategy_detail table and strategy_detail_id column. The default value is 0 when strategies are not in use. |
STRATEGY_ID | Stores strategy ID from the rulesdbo.strategy table. The default value is 0 when strategies are not in use. |
COMMIT_TYPE | Stores the performance summary type. Values include: This is the same value as the perf_summary_type column in performdbo.perf_summary. |
The following figure shows the PERF_SEC_ROLLUP_RELATION table.
PERF_SEC_UNIVERSE Table
This table stores a unique instance for all securities contained within an entity. It determines what should be stored in the PERF_SEC_ROLLUP_RELATION table. The following table lists the key fields that are used in performance calculations.
Perf Sec Universe | Column Description |
|---|---|
INSTANCE | Stores the instance, which requires a unique ID. |
ENTITY_ID | Stores the entity identifier, which links to the PERF_SUMMARY table. |
SECURITY_ALIAS | Stores the security alias, which links security..SECURITY_MASTER to the security level in the PERF_SEC_RETURNS table. |
STRATEGY_DETAIL_ID | For use when storing multiple returns for a single security alias and entity using strategy fields (current default is long_short_indicator). This value is linked to the rulesdbo.strategy_detail table and strategy_detail_id column. The default value is 0 when strategies are not in use. |
STRATEGY_ID | Stores strategy ID from the rulesdbo.strategy table. The default value is 0 when strategies are not in use. |
The following figure shows the PERF_SEC_UNIVERSE table.
Define Performance Sources
You commit, or store, single-period performance results to a designated performance source. By default Eagle Performance commits performance data to source instance 4, named Eagle PACE, when it stores data in the PERFORM database. However, you can define your own performance sources and can then commit performance data to those sources.
You can store performance results with different commit sources if you maintain multiple sets of inputs, such as a book of record and an additional book and you need performance data for both sets of books. Or you can create a performance source for hypothetical analyses. And when you use a material change tolerance check to commit data, Eagle Performance commits some results to your usual commit source and other results to an alternate commit source. For details, see Using Tolerance Checks and Reference Fields.
To add a performance source:
From any Eagle window, click the Eagle Navigator button to access the Eagle Navigator.
Enter Sources in the Start Search text box.
Click the Sources (Reporting Center) link to access the Reporting Center.
You see the Reporting Center with the Sources page open. Note that Eagle's default performance source has an instance of 4, a short description of EAGLE PACE, and a long description of Eagle PACE. Sort the Instance column if necessary to quickly locate Instance 4.Select Instance 4 and click Add.
The Add Source Details dialog box appears.Complete the fields in the dialog box.
You must select a feed type of Performance in order to use the source for committing performance data to the PERFORM database during performance calculation.Click Save.