Performance Log, wrong Port. Perf. returns?

[memowork]

Hi, i think there is a mistake about calculating the returns for the portfolios.

I have 3 strategies , each one with different allocation. In the second period the returns for each strategy are 0.0192, -0.051, +0.304, the allocations are (20%-60%-20%). The Portf. Perf. Tab shows a total return of 0.445, this return is the sum of 0.192, -0.051, +0.304,  well, what about the allocations? (0.192*allocation 1  –   0.051* allocation 2   + 0.304 * allocation 3) .  The real performance should be    0.0686% , its a big difference ( 0.0686 vs 0.445)

Is this return what i see graphically?

 

Thanks

[memowork]

OK, i have realized the allocation its included in “Reb Perf”

[Author]

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