PerformanceResponse

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "#/components/schemas/PerformanceResponse",
  "title": "PerformanceResponse",
  "type": "object",
  "description": "Portfolio performance measurement data",
  "properties": {
    "portfolioId": {
      "type": "string",
      "example": "PORT-12345"
    },
    "startDate": {
      "type": "string",
      "format": "date"
    },
    "endDate": {
      "type": "string",
      "format": "date"
    },
    "frequency": {
      "type": "string",
      "example": "MONTHLY"
    },
    "portfolioReturn": {
      "type": "number",
      "format": "double",
      "description": "Portfolio time-weighted return for the period (decimal)",
      "example": 0.0743
    },
    "benchmarkReturn": {
      "type": "number",
      "format": "double",
      "description": "Benchmark return for the period (decimal)",
      "example": 0.0681
    },
    "activeReturn": {
      "type": "number",
      "format": "double",
      "description": "Active return vs benchmark (decimal)",
      "example": 0.0062
    },
    "periods": {
      "type": "array",
      "description": "Performance data by period",
      "items": {
        "type": "object",
        "properties": {
          "periodStart": {
            "type": "string",
            "format": "date"
          },
          "periodEnd": {
            "type": "string",
            "format": "date"
          },
          "portfolioReturn": {
            "type": "number",
            "format": "double"
          },
          "benchmarkReturn": {
            "type": "number",
            "format": "double"
          }
        }
      }
    }
  }
}