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Align the periods first
An observation from January must be paired with the corresponding January benchmark return, rather than the next available value in an unrelated list. A missing period can shift every later pair if it is silently removed from only one series.
Keep a visible paired table
| Period | Portfolio return | Benchmark return | Action |
|---|---|---|---|
| January | 1.2% | 1.0% | Pair these observations |
| February | Missing | −0.9% | Resolve the missing portfolio value |
| March | 2.1% | 2.0% | Preserve the March pairing |
Use comparable return definitions
Check currency, observation interval, fee treatment and whether both figures represent total returns. A numerical difference between incompatible conventions may not answer the tracking question you intended.
Enter the checked pairs in order
The calculator accepts comma-separated percentage numbers and the mathematical minus sign used in the examples. It requires equal-length series. Equal lengths alone do not prove correct date alignment, so perform the pairing check before entry.