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Performance attribution, or investment performance attribution is a set of techniques that performance analysts use to explain why a portfolio's performance differed from the benchmark. This difference between the portfolio return and the benchmark return is known as the active return .
Among the simplest fixed income attribution techniques is sector-based attribution. This is based on the standard Brinson-Fachler attribution scheme, where the securities in the portfolio and benchmark are divided up into buckets based on their modified duration.
In investment banking, PnL explained (also called P&L explain, P&L attribution or profit and loss explained) is an income statement with commentary that attributes or explains the daily fluctuation in the value of a portfolio of trades to the root causes of the changes.
In finance, active return refers to the returns produced by an investment portfolio due to active management decisions made by the portfolio manager that cannot be explained by the portfolio's exposure to returns or to risks in the portfolio's investment benchmark; active return is usually the objective of active management and subject of performance attribution. [1]
Attribution (psychology), concept in psychology whereby people attribute traits and causes to things they observe; Extreme event attribution, estimation of how climate change affects recent extreme weather events; Performance attribution, technique in quantitative finance for explaining the active performance of a portfolio
Definition, how it works and examples. Rick Hoel. August 21, 2024 at 3:30 PM ... When you charge something on a credit card or take out a loan from a financial institution (student loan, auto loan ...
The criteria defining what it is to be middle class aren't fixed, but are pinned on things like the cost of living, inflation, wage growth, and other economic factors. The income you would have to...
This is a list of abbreviations used in a business or financial context. ... Text is available under the Creative Commons Attribution-ShareAlike 4.0 License; ...