# 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 ## Change since, date and period

Specify the period in which to calculate performance.

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.

$y\left(t\right)=z\left(t+h\right)-z\left(t\right)$

#### Percentage

Calculate the percentage change over the time.

$y\left(t\right)=100\frac{z\left(t+h\right)-z\left(t\right)}{\left|\text{z}\left(t\right)\right|}$

#### Logarithm

Calculate the logarithmic percentage change over the time.

$y\left(t\right)=\frac{c}{h}\sum _{i=0}^{h-1}z\left(t-i\right)$

# Examples

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.

Performance starting from 0 (with formulas)

We calculated the percentage change since the beginning of the year with formulas and cut series at the certain date.

Add '0' before the outcome from Performance analysis.

# Questions 