The Historical Performance Compare tool can be found in our Intelligence offering and allows you to track the differences in key performance metrics on a period-by-period basis for up to five pools at a time. A single pool/platform comparison can also be performed here, or can be found under the Performance tab in Securitizations, Market Surveillance, and Portfolio Management.


Settings

The comprehensive settings card allows you to select which metrics you want to see (note that horizontal scroll is enabled for this table since there are so many column settings metrics available). For details on the data columns, please see the dv01 Glossary.


Performance Comparison

When comparing pools/platforms, results will default to strat by pool and are stacked in the order that the pools were added.



All vintages are shown by default, but can be controlled using the options in the Orig Vintage menu. This effectively adds a secondary strat level to the table. 



Choosing to Strat By an attribute will effectively add a tertiary level strat to your results. Note that this will not change the order of the strats, which will remain ordered by pool/platform, then vintage, then your chosen Strat By metric.