Properties
| Name | Type | Description |
|---|---|---|
| portfolioId | string | |
| startDate | string | |
| endDate | string | |
| frequency | string | |
| portfolioReturn | number | Portfolio time-weighted return for the period (decimal) |
| benchmarkReturn | number | Benchmark return for the period (decimal) |
| activeReturn | number | Active return vs benchmark (decimal) |
| periods | array | Performance data by period |
JSON Schema
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "#/components/schemas/PerformanceResponse",
"title": "PerformanceResponse",
"type": "object",
"description": "Portfolio performance measurement data",
"properties": {
"portfolioId": {
"type": "string",
"example": "PORT-12345"
},
"startDate": {
"type": "string",
"format": "date"
},
"endDate": {
"type": "string",
"format": "date"
},
"frequency": {
"type": "string",
"example": "MONTHLY"
},
"portfolioReturn": {
"type": "number",
"format": "double",
"description": "Portfolio time-weighted return for the period (decimal)",
"example": 0.0743
},
"benchmarkReturn": {
"type": "number",
"format": "double",
"description": "Benchmark return for the period (decimal)",
"example": 0.0681
},
"activeReturn": {
"type": "number",
"format": "double",
"description": "Active return vs benchmark (decimal)",
"example": 0.0062
},
"periods": {
"type": "array",
"description": "Performance data by period",
"items": {
"type": "object",
"properties": {
"periodStart": {
"type": "string",
"format": "date"
},
"periodEnd": {
"type": "string",
"format": "date"
},
"portfolioReturn": {
"type": "number",
"format": "double"
},
"benchmarkReturn": {
"type": "number",
"format": "double"
}
}
}
}
}
}