P&L Attribution

Understand profit and loss attribution

Attribution separates profit and loss into contributions from price, volatility, time and other modeled effects. Compare Effects Breakdown and Greeks Breakdown, and inspect the residual.

1. Choose the holdings and period you want to analyze on Attribution.
2. Read the contribution of price, volatility, time and other modeled effects to the reported profit or loss.
3. Compare Effects Breakdown and Greeks Breakdown and inspect the residual. A residual is the amount not explained by the selected decomposition.

Explore attribution charts and leg details

Use Attribution history and chart controls to inspect a period, then expand the structure to compare its legs and select the columns you need.

Watch this lesson on its own

1. Choose the attribution history period and use the chart controls to inspect the timeline.
2. Expand a structure to compare individual legs and their contributions.
3. Select the columns you need and compare the chart with the corresponding table readings.