Work with the Performance Calculation Report

Owned by Tom Fahey (Unlicensed)
Last updated: Aug 03, 2023 by Jacob Mathews (Deactivated)
1 min read

The Performance Calculation report is a template that allows you to calculate single-period returns, which measure rates of return over a single holding period, such as a day, a month, or a quarter. With the Performance Calculation report you can:

  • Calculate returns using a range of calculation methods, including Time Weighted and Money Weighted rates of return with automated processing around significant cash flows.

  • Calculate returns for any portfolio, composite, or segment within the portfolio, such as sectors and industries including returns at the security level.

  • Security returns can also be stored below the security level. An example would be separate returns for the long portions of a security holding and the short portion of a security. See Work with Long_Short Positions.

  • Customize tolerance thresholds for auto-publishing returns in either Final or Preliminary status.

The report functions like other PACE reports with one key difference — you can save, or commit, report results to the PERFORM database for use in future analysis and reporting. When you commit data, you can store returns, as well as supporting data like market value begin and end dates, and net inflows and outflows. You can set up the report to automatically commit performance data or to prevent automatic commitment.