PERFORMANCE() Function

Author: Darren Hawkins, MSTA Last updated: Aug 13, 2023 15:19

Overview

The PERFORMANCE() function is similar to the CHANGE() function in that it allows you to calculate the percentage change over a rolling lookback period (eg 3 months) or a fixed date (eg October 13th, 2022). However, it also allows for a date range, so that calendar month or quarterly performance can be easily calculated.

Watchlist Example

In this example of the S&P500 Sector Indices, the following columns have been added to the watchlist:

  • Performance since the S&P500 low on October 13th, 2022 (divided by 100 to be displayed as a percentage in the column):
PERFORMANCE(STYLE=Fixed Date, FIXEDDATE=2022-10-13)/100
  • Rolling 3 month performance:
PERFORMANCE(PERIODAMT=3, PERIOD=Month)/100
  • 2023 first quarter performance:
PERFORMANCE(STYLE=Range, RANGESTART=2022-12-30, RANGEEND=2023-03-31)/100
  • May 2023 performance:
PERFORMANCE(STYLE=Range, RANGESTART=2023-04-28, RANGEEND=2023-05-31)/100

Click on the text to select the Calculation Style of Interval, Fixed Date, or Range. When using Fixed or Range the date has to be the close of the last day before the period starts, so for 2023 Q1 the Range Start would be December 31st, 2022 and Range End the last day of March:

Performance Properties

Watchlist