PLUS Performance Analytics

Analytics on DATAvariance PLUS report the sources of outperformance

Explain outperformance – realized P&L and unrealized (potential) P&L

  • Bottom-up by asset position and by category
  • Top-down for the full portfolio compared to the benchmark
  • Realized P&L by category, detailed by asset, and by calendar month
  • Unrealized P&L for each individual asset position,
    over average cost in reference currency
  • Total Return compared to the benchmark
    (geometrical sum of daily return variation)
  • Contribution by category to the time-weighted portfolio return (TWR)
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