New and Improved Investment Performance Evaluation


Author: Ronald J. Surz

The author proposes perfecting performance evaluation through a combination of rolling time periods and "Portfolio Opportunity Distributions" or PODs.  Journal readers who recall Mr. Surz' article on POD's, in Winter 1996, and Norman Kulla's subsequent discussion of Rolling Time Periods, in Spring 1997, will find the extension of these two methods interesting.  However, Mr. Surz presents the argument for improving performance evaluation for the benefit of first time readers as well.


New and Improved Investment Performance Evaluation.

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The Journal of Performance Measurement

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