Portfolio Boss Documentation

Performance Tab

 

This tab shows the monthly and yearly performance-history (profit or loss) for the whole backtest period. The tab is located at the Reports Area of the “Backtest Strategy” page.

It's divided into two sections: Yearly Performance, and Monthly Performance.

 

 

The yearly section shows you the year-by-year gain history (or loss). That is, the strategy's percentage gain (or loss) at the end of each year in relation to the amount at the beginning of the year (therefore, the percentage is compounded from the previous year's total amount due to its loss/gain).

The monthly section tells you the percentage gain (or loss) at the end of each month, in relation to the month's initial amount (i.e. compounded from the previous month's total amount due to its loss/gain).

Each section has three self-explanatory columns:

 

 

1.  The “Year” (or “Month”) column shows all the years (or months) that the strategy has gone through.

2. The “Test” column shows the strategy‘s yearly (or monthly) percent gain/loss.

2.  The “Benchmark” column shows the benchmark‘s yearly (or monthly) percent gain/loss.

 

 

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