ppar

Portfolio performance attribution, contribution, and ex-post risk analytics.

ppar compares a portfolio with a benchmark, explains active return by classification, and produces reviewable HTML tables and PNG charts. It runs locally and accepts vendor-neutral CSV files or Axys/APX exports.

Start here

ppar supports Python 3.11.9 through Python 3.14.

ppar is available under a 45-day, single-user internal evaluation license. Production, commercial, multi-user, or continued use requires a separate agreement; contact jjjkreynolds@gmail.com. Review the license before installing.

python -m pip install ppar

Then choose one demonstration.

Vendor-neutral (the default):

ppar setup ./my_ppar
python ./my_ppar/ppar_demo.py

Axys/APX:

ppar setup ./my_ppar --axys-apx
python ./my_ppar/ppar_demo.py

Either setup command creates a demonstration directory:

my_ppar/
  README.md
  ppar_demo.py
  input/
  output/

The extensively commented ppar_demo.py is both a tutorial and the executable workflow. Edit its Python values to choose input paths, calculation assumptions, and reports, then replace the demonstration files under input/ with your data.

What it produces

The standard demonstration writes security and classification attribution tables, attribution and contribution charts, cumulative return charts, heatmaps, and an ex-post risk-statistics table.

The gallery below shows examples of available output, including reports that can be selected by editing ppar_demo.py.

Python

This prints the overall portfolio, benchmark, and active returns as decimals:

from pathlib import Path

from ppar import Analytics
from ppar.attribution import View

performance_input_directory = Path("./my_ppar") / "input" / "performance"

analytics = Analytics(
    performance_input_directory / "Mega-Cap Alpha Portfolio.csv",
    performance_input_directory / "Mega-Cap Benchmark.csv",
)

overall_returns = (
    analytics.attribution()
    .to_polars(View.OVERALL_ATTRIBUTION)
    .tail(1)
    .select("Portfolio_Return", "Benchmark_Return", "Active_Return")
)
print(overall_returns)

The generated ppar_demo.py is the complete reporting example. Results are available as Polars DataFrames, HTML text, PNG bytes, or CSV files.

Documentation

• Methodology
• Reports and results
• Python API
• Contributor maintenance

Downloading, installing, accessing, copying, or using ppar constitutes acceptance of the license.