P&L Explorer · Issuers & Overrides
Aggregate daily net P&L by issuer, strategy, or asset class.
fact_gain_loss_row
facts_and_overrides
facts_overrides_interest
Default window: last 30 calendar days for the selected table. Uses
net_pnl_dtd.
FOI Monthly · P&L + Interest
facts_overrides_interest aggregated by month (last 12 months).
facts_overrides_interest
net_pnl_dtd
interest_income_dtd
Last 12 months · month-end interest
Interest is only populated on month-end rows in
facts_overrides_interest.
Risk Dashboard · 63-Day Stats
Portfolio risk metrics from
portfolio_risk_daily.vol_63
hvar_99_63
sharpe_63
sortino_63
skew_63
kurt_63
hit_ratio_63
Default window: last 30 calendar days in
portfolio_risk_daily. All series share the same time axis.
Interpretation · P&L vs Risk
Quick notes to answer: "Where is P&L coming from? How well are we managing risk?"
• P&L concentration: check issuer and strategy bar charts for outsized contributors, both positive and negative.
• Risk efficiency: compare rolling
• Distribution shape:
• Hit ratio:
• Risk efficiency: compare rolling
sharpe_63 and sortino_63 versus vol_63 and hvar_99_63 to see how much return you're getting per unit of risk.• Distribution shape:
skew_63 and kurt_63 highlight tail risk and asymmetry that might not show up in volatility alone.• Hit ratio:
hit_ratio_63 is your 63-day batting average – useful for separating frequency of wins from magnitude.
This panel stays static; all computation happens server-side so the browser never touches the database directly.