perfattr

perfattr is a small, auditable portfolio performance-attribution calculation library built with pandas and NumPy.

The initial release will provide a reusable Brinson-Fachler calculation core for prepared reporting-period data. Source loading, portfolio accounting, vendor schemas, calendar logic, and presentation are intentionally outside the package boundary.

The calculation core accepts one or more prepared reporting periods and provides input validation, universe equalization, Brinson-Fachler allocation and selection, logarithmic contribution linking, Carino active-effect linking, cumulative and full-horizon results, and financial reconciliation. The governing roadmap is available in _extras/perfattr_roadmap.md, and the complete portable calculation contract is defined in docs/specification.md.

from perfattr import calculate_attribution

result = calculate_attribution(portfolio, benchmark)
print(result.period_detail)

Development

Create and activate a virtual environment:

python3 -m venv .venv
source .venv/bin/activate

Install the package and development dependencies:

python -m pip install --editable ".[dev]"

Run the initial checks:

python -m pytest
python -m pylint src/perfattr tests
python -m pyright

License

perfattr is distributed under the MIT License.

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

perfattr-0.1.0a2.tar.gz (23.8 kB view details)

Uploaded Sep 3, 2026 Source

Built Distribution

If you're not sure about the file name format, learn more about wheel file names.

The dropdown lists show the available interpreters, ABIs, and platforms. Enable javascript to be able to filter the list of wheel files.

perfattr-0.1.0a2-py3-none-any.whl (12.0 kB view details)

Uploaded Sep 3, 2026 Python 3

File details

Details for the file perfattr-0.1.0a2.tar.gz.

File metadata

Download URL: perfattr-0.1.0a2.tar.gz
Upload date: Sep 3, 2026
Size: 23.8 kB
Tags: Source
Uploaded using Trusted Publishing? Yes
Uploaded via: twine/7.0.0 CPython/3.13.14

File hashes

Hashes for perfattr-0.1.0a2.tar.gz
Algorithm	Hash digest
SHA256	`c148c4798a72931364793acb8d6956b542cb473315554731e4a570b6d8ca98e2`
MD5	`661b6511d06b0c1e1b23e0d4962de72f`
BLAKE2b-256	`62c67197aae609d21e1495bf879fba8d4cc0614ebc7d6875b1835d9e97fc8399`

See more details on using hashes here.

Provenance

The following attestation bundles were made for perfattr-0.1.0a2.tar.gz:

Publisher: publish.yml on JohnDReynolds/perfattr

Attestations: Values shown here reflect the state when the release was signed and may no longer be current.

Statement:
- Statement type: https://in-toto.io/Statement/v1
- Predicate type: https://docs.pypi.org/attestations/publish/v1
- Subject name: perfattr-0.1.0a2.tar.gz
- Subject digest: c148c4798a72931364793acb8d6956b542cb473315554731e4a570b6d8ca98e2
- Sigstore transparency entry: 2702677405
- Sigstore integration time: Sep 3, 2026
Source repository:
- Permalink: JohnDReynolds/perfattr@5fc20fbbc508138e0da8d9dfa6f6359706da2474
- Branch / Tag: refs/tags/v0.1.0a2
- Owner: https://github.com/JohnDReynolds
- Access: private
Publication detail:
- Token Issuer: https://token.actions.githubusercontent.com
- Runner Environment: github-hosted
- Publication workflow: publish.yml@5fc20fbbc508138e0da8d9dfa6f6359706da2474
- Trigger Event: release