我想在我的投资组合管理软件中加入一个特定的绩效指标。这个指标应该是我可以衡量的
“选定资产的多少潜在收益已被选定的投资组合组合捕获”。
考虑下表报告投资组合在 2017/10 和 2018/03 日期之间的关键指标的表现
netpeq : 在此期间获得的净利润
aroc : 在此期间资产价格的年化变化率
cagr : 在此期间投资组合的复合年化增长率
我需要一个衡量 cagr（或 netpeq）和 aroc 之间差异的指标。也就是说，积极的 aroc表示，这些资产可能会产生增长（如 BA、MSFT、CSCO），但投资组合经理未能从这些资产中赚钱，甚至赔钱。
我想衡量投资组合经理错过捕获
a 的程度。投资组合中每项资产的增长潜力
b. 整个投资组合的整体增长潜力。
+---------+---------+----------+---------+------- +--------+--------+--------+ | 姓名 | netpeq | 画 | 阿罗亚 | 年复合增长率 | 锐化 | 右值 | 阿洛克 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 文学士 | -555.71 | 3439.15 | -36.54 | -1.25 | -0.17 | 0.42 | 64.58 | +---------+---------+----------+---------+------- +--------+--------+--------+ | DWDP | 0 | 0 | 0 | 0 | 0 | 0 | -13.18 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 猫 | -447.66 | 1361.54 | -74.36 | -1.01 | -0.66 | -0.17 | 39.91 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 仓库管理 | 363.25 | 448.09 | 183.34 | 0.82 | 1.1 | 0.66 | 4.73 | +---------+---------+----------+---------+------- +--------+--------+--------+ | UTX | 0 | 0 | 0 | 0 | 0 | 0 | 18.96 | +---------+---------+----------+---------+------- +--------+--------+--------+ | NKE | 690.34 | 498.24 | 313.36 | 1.57 | 1.21 | 0.84 | 67.19 | +---------+---------+----------+---------+------- +--------+--------+--------+ | VZ | -76 | 76 | -226.16 | -0.17 | -2.18 | -0.63 | 4.73 | +---------+---------+----------+---------+------- +--------+--------+--------+ | XOM | -272.87 | 555.36 | -111.12 | -0.62 | -0.65 | -0.46 | -18.69 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 通用电气 | 0 | 0 | 0 | 0 | 0 | 0 | -85.61 | +---------+---------+----------+---------+------- +--------+--------+--------+ | MCD | 1025.63 | 731.44 | 317.12 | 2.33 | 1.09 | 0.64 | -6.02 | +---------+---------+----------+---------+------- +--------+--------+--------+ | CSCO | -313.88 | 313.88 | -226.16 | -0.71 | -1.81 | -0.39 | 75.23 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 摩根大通 | 961.69 | 267.33 | 813.59 | 2.19 | 1.72 | 0.86 | 45.46 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 五 | 3261.55 | 1969.88 | 374.46 | 7.53 | 1.76 | 0.9 | 31.18 | +---------+---------+----------+---------+------- +--------+--------+--------+ | GS | 0 | 0 | 0 | 0 | 0 | 0 | 24.24 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 高清 | -32.32 | 960.59 | -7.61 | -0.07 | -0.06 | 0.09 | 20 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 聚四氟乙烯 | 0 | 0 | 0 | 0 | 0 | 0 | 4.12 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 柯 | 0 | 0 | 0 | 0 | 0 | 0 | -10.66 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 嗯| 0 | 0 | 0 | 0 | 0 | 0 | 17.01 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 信息系统 | 0 | 0 | 0 | 0 | 0 | 0 | 11.43 | +---------+---------+----------+---------+------- +--------+--------+--------+ | CVX | 357.2 | 1415.09 | 57.09 | 0.81 | 0.37 | 0.33 | -5.8 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 国际贸易中心 | 1632.52 | 599.42 | 615.95 | 3.73 | 1.4 | 0.63 | 67.32 | +---------+---------+----------+---------+------- +--------+--------+--------+ | PG | -197.12 | 314.7 | -141.66 | -0.45 | -1.25 | -0.72 | -32.05 | +---------+---------+----------+---------+------- +--------+--------+--------+ | TRV | -348.86 | 348.86 | -226.16 | -0.79 | -1.55 | -0.79 | 26.49 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 微软 | -205.86 | 680.29 | -68.44 | -0.46 | -0.42 | 0.25 | 47.6 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 苹果 | 0 | 0 | 0 | 0 | 0 | 0 | 28.32 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 江西 | 17.55 | 64.8 | 61.25 | 0.04 | 0.33 | 0.43 | -7.55 | +---------+---------+----------+---------+------- +--------+--------+--------+ | AXP | -1366.89 | 1492.43 | -207.14 | -3.06 | -1.69 | -0.77 | 5.65 | +---------+---------+----------+---------+------- +--------+--------+--------+ | IBM | 0 | 0 | 0 | 0 | 0 | 0 | 20.59 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 联合国大学 | 877.04 | 676.82 | 293.06 | 1.99 | 1.13 | 0.79 | 39.98 | +---------+---------+----------+---------+------- +--------+--------+--------+ | MRK | 0 | 0 | 0 | 0 | 0 | 0 | -27.88 | +---------+---------+----------+---------+------- +--------+--------+--------+ | 运行端口 | 5369.6 | 10091.44 | 120.34 | 12.56 | 0.65 | 0.73 | -1 | +---------+---------+----------+---------+------- +--------+--------+--------+