Bugfix/date range performance percentage of portfolio (#7911)

* Fix net performance percentage of date ranges

* Update changelog

CHANGELOG.md

@@ -5,6 +5,12 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## Unreleased
+
+### Fixed
+
+- Fixed the net performance percentage of date ranges in the portfolio performance calculation by including the gross performance at the start date
+
 ## 3.71.0 - 2026-09-19
 
 ### Added

apps/api/src/app/portfolio/calculator/portfolio-calculator.ts

@@ -794,15 +794,25 @@ export abstract class PortfolioCalculator {
 
     const chart: HistoricalDataItem[] = [];
 
+    let grossPerformanceAtStartDate: number;
+    let grossPerformanceWithCurrencyEffectAtStartDate: number;
     let netPerformanceAtStartDate: number;
     let netPerformanceWithCurrencyEffectAtStartDate: number;
-    const totalInvestmentValuesWithCurrencyEffect: number[] = [];
+    const timeWeightedInvestmentValues: number[] = [];
+    const timeWeightedInvestmentValuesWithCurrencyEffect: number[] = [];
 
     for (const historicalDataItem of historicalData) {
       const date = resetHours(parseDate(historicalDataItem.date));
 
       if (!isBefore(date, start) && !isAfter(date, end)) {
         if (!isNumber(netPerformanceAtStartDate)) {
+          grossPerformanceAtStartDate =
+            historicalDataItem.value - historicalDataItem.totalInvestment;
+
+          grossPerformanceWithCurrencyEffectAtStartDate =
+            historicalDataItem.valueWithCurrencyEffect -
+            historicalDataItem.totalInvestmentValueWithCurrencyEffect;
+
           netPerformanceAtStartDate = historicalDataItem.netPerformance;
 
           netPerformanceWithCurrencyEffectAtStartDate =
@@ -816,33 +826,48 @@ export abstract class PortfolioCalculator {
           historicalDataItem.netPerformanceWithCurrencyEffect -
           netPerformanceWithCurrencyEffectAtStartDate;
 
+        // Add the gross performance at the start date of the range to the
+        // investment of each day. Thus the range starts with the value of its
+        // first day, and subsequent buy and sell activities stay included.
+        if (historicalDataItem.totalInvestment > 0) {
+          timeWeightedInvestmentValues.push(
+            historicalDataItem.totalInvestment + grossPerformanceAtStartDate
+          );
+        }
+
         if (historicalDataItem.totalInvestmentValueWithCurrencyEffect > 0) {
-          totalInvestmentValuesWithCurrencyEffect.push(
+          timeWeightedInvestmentValuesWithCurrencyEffect.push(
-            historicalDataItem.totalInvestmentValueWithCurrencyEffect
+            historicalDataItem.totalInvestmentValueWithCurrencyEffect +
+              grossPerformanceWithCurrencyEffectAtStartDate
           );
         }
 
         const timeWeightedInvestmentValue =
-          totalInvestmentValuesWithCurrencyEffect.length > 0
+          timeWeightedInvestmentValues.length > 0
-            ? sum(totalInvestmentValuesWithCurrencyEffect) /
+            ? sum(timeWeightedInvestmentValues) /
-              totalInvestmentValuesWithCurrencyEffect.length
+              timeWeightedInvestmentValues.length
+            : 0;
+
+        const timeWeightedInvestmentValueWithCurrencyEffect =
+          timeWeightedInvestmentValuesWithCurrencyEffect.length > 0
+            ? sum(timeWeightedInvestmentValuesWithCurrencyEffect) /
+              timeWeightedInvestmentValuesWithCurrencyEffect.length
             : 0;
 
         chart.push({
           ...historicalDataItem,
-          netPerformance:
+          netPerformance: netPerformanceSinceStartDate,
-            historicalDataItem.netPerformance - netPerformanceAtStartDate,
           netPerformanceWithCurrencyEffect:
             netPerformanceWithCurrencyEffectSinceStartDate,
           netPerformanceInPercentage:
-            timeWeightedInvestmentValue === 0
+            timeWeightedInvestmentValue > 0
-              ? 0
+              ? netPerformanceSinceStartDate / timeWeightedInvestmentValue
-              : netPerformanceSinceStartDate / timeWeightedInvestmentValue,
+              : 0,
           netPerformanceInPercentageWithCurrencyEffect:
-            timeWeightedInvestmentValue === 0
+            timeWeightedInvestmentValueWithCurrencyEffect > 0
-              ? 0
+              ? netPerformanceWithCurrencyEffectSinceStartDate /
-              : netPerformanceWithCurrencyEffectSinceStartDate /
+                timeWeightedInvestmentValueWithCurrencyEffect
-                timeWeightedInvestmentValue
+              : 0
         });
       }
     }

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-btcusd-buy-and-sell-partially.spec.ts

@@ -190,10 +190,14 @@ describe('PortfolioCalculator', () => {
             netPerformance: new Big('27172.74').mul(0.97373),
             netPerformancePercentage: new Big('42.41978276196153750666'),
             netPerformancePercentageWithCurrencyEffectMap: {
-              max: new Big('41.72313811883729606471')
+              '1d': new Big('-0.04016229506406263535'),
+              max: new Big('41.72313811883729606471'),
+              ytd: new Big('-0.04016229506406263535')
             },
             netPerformanceWithCurrencyEffectMap: {
-              max: new Big('26516.208701400000064086')
+              '1d': new Big('-556.443324'),
+              max: new Big('26516.208701400000064086'),
+              ytd: new Big('-556.443324')
             },
             quantity: new Big('1'),
             symbol: 'BTCUSD',
@@ -281,8 +285,8 @@ describe('PortfolioCalculator', () => {
         '1d': {
           date: '2018-01-01',
           netPerformance: -486.0860160000011,
-          netPerformanceInPercentage: -1.5259683109961866,
+          netPerformanceInPercentage: -0.035263202509112565,
-          netPerformanceInPercentageWithCurrencyEffect: -1.7468407881319952,
+          netPerformanceInPercentageWithCurrencyEffect: -0.040162295064062624,
           netPerformanceWithCurrencyEffect: -556.4433239999998,
           totalInvestmentValueWithCurrencyEffect: 318.54266729999995,
           valueWithCurrencyEffect: 13298.425356
@@ -290,7 +294,7 @@ describe('PortfolioCalculator', () => {
         max: {
           date: '2018-01-01',
           netPerformance: 26458.9121202,
-          netPerformanceInPercentage: 41.63298219956282,
+          netPerformanceInPercentage: 42.50435329547954,
           netPerformanceInPercentageWithCurrencyEffect: 41.72313811883715,
           netPerformanceWithCurrencyEffect: 26516.2087014,
           totalInvestmentValueWithCurrencyEffect: 318.54266729999995,
@@ -299,8 +303,8 @@ describe('PortfolioCalculator', () => {
         ytd: {
           date: '2018-01-01',
           netPerformance: -486.0860160000011,
-          netPerformanceInPercentage: -1.5259683109961866,
+          netPerformanceInPercentage: -0.035263202509112565,
-          netPerformanceInPercentageWithCurrencyEffect: -1.7468407881319952,
+          netPerformanceInPercentageWithCurrencyEffect: -0.040162295064062624,
           netPerformanceWithCurrencyEffect: -556.4433239999998,
           totalInvestmentValueWithCurrencyEffect: 318.54266729999995,
           valueWithCurrencyEffect: 13298.425356

apps/api/src/app/portfolio/calculator/roai/portfolio-calculator-msft-buy-with-dividend.spec.ts

@@ -193,8 +193,8 @@ describe('PortfolioCalculator', () => {
         '1d': {
           date: '2023-07-10',
           netPerformance: -5.390000000000001,
-          netPerformanceInPercentage: -0.018052113336459244,
+          netPerformanceInPercentage: -0.015983630864124312,
-          netPerformanceInPercentageWithCurrencyEffect: -0.018052113336459244,
+          netPerformanceInPercentageWithCurrencyEffect: -0.015983630864124312,
           netPerformanceWithCurrencyEffect: -5.390000000000001,
           totalInvestmentValueWithCurrencyEffect: 298.58,
           valueWithCurrencyEffect: 331.83
@@ -211,8 +211,8 @@ describe('PortfolioCalculator', () => {
         ytd: {
           date: '2023-07-10',
           netPerformance: -7.68,
-          netPerformanceInPercentage: -0.025721749614843515,
+          netPerformanceInPercentage: -0.022620835910577012,
-          netPerformanceInPercentageWithCurrencyEffect: -0.025721749614843515,
+          netPerformanceInPercentageWithCurrencyEffect: -0.022620835910577012,
           netPerformanceWithCurrencyEffect: -7.68,
           totalInvestmentValueWithCurrencyEffect: 298.58,
           valueWithCurrencyEffect: 331.83