Performance

Overview

The Performance analysis allows you to see how a time series has changed in relation to some point in the past. It’s different from the rate of change analysis in that performance calculates the change from a specific point in time, whereas rate of change calculates changes over time.

Settings

Changed since, date and period

Specify the period in which to calculate performance.
Please note that the performance will be calculated relative to the first value before the specified starting point.

Year to date, Quarter to date, Month to date, Week to date

  • Calculate the performance during a year, quarter, month or week
  • Enter a date to select a specific period
  • If no date is specified, the last period of the series will be used

Years back, Quarter back, Months back, Weeks back

  • Calculate the performance in the last years, quarters, months or weeks
  • Specify the number of periods back at which to start the calculation

Specific date

  • Calculate the performance starting at a specific date until the end of the series

Method

Select whether to measure performance as a percentage change, value or logarithmic change.

Value

Calculate the change in value over the time.

y t = z t + h - z t

Percentage

Calculate the percentage change over the time.

y t = 1 0 0 z t + h - z t z t

Logarithm

Calculate the logarithmic percentage change over the time.

y t = 100 ln z t + h z t

Example

Calculating year to date change

We calculated the percentage change since the beginning of the year for a group of equity indices using the performance analysis. We selected year to date under change since and percentage under method.