fixture = pathlib.Path('tests/fixtures/sample_cashflows.csv')
if not fixture.exists():
fixture = pathlib.Path.cwd().parent / 'tests' / 'fixtures' / 'sample_cashflows.csv'
lr = load_cashflows(fixture)
res = compute_metrics(lr)
res.summary/home/cs/workspaces/portfolio-performance-metrics/portfolio_performance_metrics/core.py:83: RuntimeWarning: IRR may be non-unique because there are multiple sign changes in cashflows.
warnings.warn("IRR may be non-unique because there are multiple sign changes in cashflows.", RuntimeWarning)| metric | period_return | annualized | |
|---|---|---|---|
| 0 | TWR | 0.221754 | 0.222427 |
| 1 | MWR_XIRR | 0.227029 | 0.227718 |
| 2 | Modified_Dietz | 0.226616 | 0.227304 |