6 added 4 characters in body edited Aug 1 '18 at 13:54 Chris Degnen 6,93711 gold badge1313 silver badges2525 bronze badges In the method below all the portfolio values at each time interval are calculated. Then they are aggregated in each time period and the period return is calculated. Finally the period returns are compounded and annualised. In method below all the portfolio values at each time interval are calculated. Then they are aggregated in each time period and the period return is calculated. Finally the period returns are compounded and annualised. In the method below all the portfolio values at each time interval are calculated. Then they are aggregated in each time period and the period return is calculated. Finally the period returns are compounded and annualised. 5 added 31 characters in body edited Aug 1 '18 at 13:21 Chris Degnen 6,93711 gold badge1313 silver badges2525 bronze badges For example, the portfolio return between periods `x5` and `x6` is where `a1` is the starting value of asset 1 and `a11` is the value of asset 1 after one time intervalperiod. If the actual values were known this would begive a better result, but given the limited information they are calculated. Compounding the period returns is the same as taking the time-weighted return. The above are the daily rates of return for the four assets. The calculated value of asset 4 after three period is the same as the final value, `v4` above. For example, the return between periods `x5` and `x6` is where `a1` is the starting value of asset 1 and `a11` is the value of asset 1 after one time interval. If the actual values were known this would be better, but given the limited information they are calculated. Compounding the period returns is taking the time-weighted return. The calculated value of asset 4 after three period is the same as the final value, `v4`. For example, the portfolio return between periods `x5` and `x6` is where `a1` is the starting value of asset 1 and `a11` is the value of asset 1 after one time period. If the actual values were known this would give a better result, but given the limited information they are calculated. Compounding the period returns is the same as taking the time-weighted return. The above are the daily rates of return for the four assets. The calculated value of asset 4 after three period is the same as the final value `v4` above. 4 added 2232 characters in body edited Aug 1 '18 at 12:33 Chris Degnen 6,93711 gold badge1313 silver badges2525 bronze badges where `a1` is the starting value of asset 1 and `a11` is the value of asset 1 after one time interval. If the actual values were known this would be better, but given the limited information they are calculated. Compounding the period returns is taking the time-weighted return. The calculated value of asset 4 after three period is the same as the final value, `v4`. Compounding the period returns is taking the time-weighted return. where `a1` is the starting value of asset 1 and `a11` is the value of asset 1 after one time interval. If the actual values were known this would be better, but given the limited information they are calculated. Compounding the period returns is taking the time-weighted return. The calculated value of asset 4 after three period is the same as the final value, `v4`. 3 added 2232 characters in body edited Aug 1 '18 at 12:25 Chris Degnen 6,93711 gold badge1313 silver badges2525 bronze badges Post Undeleted by Chris Degnen occurred Aug 1 '18 at 12:19 2 added 2232 characters in body edited Aug 1 '18 at 12:19 Chris Degnen 6,93711 gold badge1313 silver badges2525 bronze badges Post Deleted by Chris Degnen occurred Aug 1 '18 at 9:58 1 answered Aug 1 '18 at 9:50 Chris Degnen 6,93711 gold badge1313 silver badges2525 bronze badges