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Warrior42's avatar
Warrior42
Regular Visitor
2 years ago

Portfolio Performance Comparison

Hello

 

I have a large list of portoflios which span across multiple firms and risk tolerances (ie Conservative, Moderate, Balanced, Growth, Aggressive).  These firms may also have severaly types model sets (i.e. Core, Tax-Manged, Active Passive).  The main goal is to create a comparison of their trailing performance (ie 3 mo, YTD, 1 Yr, 3 Yr, etc), on an absolute and relative basis...similar to the version I created on excel below  As some background, the version in the screenshot was built using excel and can get a bit tedious to update, so I am trying to make this more efficient via power BI.

 

When it comes to where I am in the process, I am able to create generic table with a drop down that shows absolute performance.  Although, after making a selection of the competing fund family and model set, I am getting hung up in the following areas.  

  • Being able to map each risk tolerance of the static and competing model next to one another for the absolute performance figures (table 1)
  • Then being able to have that link to a seperate table to illustrate what the performance difference would be, similar to table 2

Any recomendations on how to accomplish this?

 

Thank you!

Need Help

1 Reply

  • Anonymous's avatar
    Anonymous
    Not applicable
    2 years ago

    Hi   Warrior42  ,I think you can create calculated column and measure that computes the performance difference between the selected models. Use this measure in a separate Matrix visual or a Card visual to display the performance difference, similar to your table 2.

     

    Here’s a simple example of a DAX formula to calculate the year-to-date (YTD) performance:

     YTD Performance = TOTALYTD(SUM('Performance'[Value]), 'Date'[Date]) 

     

    And for calculating the performance difference:

    Performance Difference = 'Model A'[YTD Performance] - 'Model B'[YTD Performance] 

     

     

    Best Regards

    Yilong Zhou

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