Working with PortfolioCenter Performance
Understanding how to set up, calculate and explain report returns correctly can save you time each quarter. This section provides information about starting the performance process and best practices for producing accurate reports.
Portfolio Level Intervals
- Calculating Portfolio Level Batch Intervals
- Calculating Multiple Intervals for One Portfolio
- Entering Historical Intervals
- Tips and Best Practices for Recalculating Batch Intervals
Asset Class Level Intervals
- Calculating Asset Class Level Batch Intervals
- Calculating Multiple Asset Class Intervals for One Portfolio
- Entering Historical Intervals
- Tips and Best Practices for Recalculating Batch Intervals
Looking at Intervals After They Are Calculated
Indexes
- The Difference Between Index Values and Returns
- Importing Index Returns from Thomson Reuters InvestmentView
- Working with Thomson Reuters InvestmentView
- Importing Index Returns from a Generic Index File
- Generic File Formats for Index Data
- Manually Entering Index Returns
- Manually Entering Index Values
- Calculating Mid-Period Returns for Indexes
Targets
Benchmark Collections
Displaying Indexes, Targets and Benchmarks on Reports and Presentations
Portfolio Performance Reports and Settings
- Performance Reports Details
- Portfolio Performance Summary Settings
- Portfolio Performance Review Settings
- Comparative Performance Review Settings
- Performance Analysis Settings
- Omitting Intra-Group Flows on Performance Reports
- Using the IRR Reconciliation Report
Graphical Performance Reports and Settings
- Graphical Portfolio Performance Review Settings
- Components of Change in Portfolio Value Settings
- Group Performance Summary Settings
Asset Class Performance Reports and Settings
Global Performance Reports and Settings
- Understanding PortfolioCenter and Global Investment Performance Standards
- Global Performance Review Settings
- Using Static Sets for Composite Reporting
Report Calculations
- Calculations for the Position Performance Summary Report
- TWR Linking Formula Calculation
- Annualization Formula for Returns
- Calculations for the Detail Section of the Portfolio Performance Summary
- Measuring Performance for Accounts with a Margin Balance
- TWR and Investment Gain - Strange but True
Information Required for Calculations on the Performance Analysis Report
- Alpha - What is it and What Do You Need for the Calculation?
- Beta - What is it and What Do You Need for the Calculation?
- R-Squared - What is it and What Do You Need for the Calculation?
- Sharpe Ratio - What is it and What Do You Need for the Calculation?
- Standard Deviation - What is it and What Do You Need for the Calculation?
- Treynor Ratio - What is it and What Do You Need for the Calculation?
Comparing Performance Calculations with Other Report Calculations