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mscandizzo's avatar
mscandizzo
New Member
7 years ago

Portfolio Returns calculation

I have a table with the returns per month of a portfolio and the corresponding dates.

 

What I need to do is to calculate the quarterly and yearly returns for each month as per the attached table

 

I have only calculated every 3 months and once a year on the table for visual simplicity, however, i have to do it for every single month

 

The calculation for the quarterly and yearly returns are the following:

 

DIVIDE(return in t , return in t-3) - 1

 

DIVIDE(return in t, return in t-12) -1 

 

So far i have been able to get the return for t-3 and t-12 using

 

EOMONTH(Date,-3)

 

Any ideas how to be able to calculate the return in PowerPivot  in such way that i have a column for each metric?

 

 

 

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