Navigation :
        
          
test ../ test user-ref.html
    
   User & Reference Guide  
  
test ../ test getting-started.html
    
   Getting started  
test ../ test getting-started/using-this-guide.html
      - Using this guide 
test ../ test getting-started/whats-new.html
      - What's New 
test ../ test getting-started/video-walk-throughs.html
      - Video walk-throughs 
test ../ test getting-started/frtb-data-model.html
      - FRTB Data Model 
test ../ test getting-started/directquery.html
      - DirectQuery 
  
test ../ test configuration.html
    
   Configuration files 
test ../ test datastore.html
    
   Data Stores 
test ../ test database.html
    
   Database 
test ../ test input-files.html
    
   Input Data 
test ../ test tutorials.html
    
   Tutorials  
test ../ test tutorials/data-sanity-check.html
      - Data Sanity Check 
test ../ test tutorials/tips-for-validating-the-calculations.html
      - Tips for Validating the Calculations 
test ../ test tutorials/viewing-qis-numbers.html
      - Viewing QIS Numbers 
  
test ../ test interpret-impl.html
    
   Interpretation and Implementation of the MAR standard 
test ../ test cube.html
    
   Analytics Reference  
test ../ test cube/measures.html
    
  - 
   Measures  
test ../ test cube/measures/measure-variations.html
    
  -- 
   Measure variations 
test ../ test cube/measures/acr.html
    
  -- 
   ACR 
test ../ test cube/measures/frtbcombined.html
    
  -- 
   FRTBCombined  
test ../ test cube/measures/frtbcombined/pl.html
    
  --- 
   PL  
test ../ test cube/actual-pl-lookback.html
      ---- Actual PL Lookback 
test ../ test cube/actual-pl-lookback-rank.html
      ---- Actual PL Lookback Rank 
test ../ test cube/exception-97.5-actual-lookback.html
      ---- Exception 97.5 (Actual) Lookback 
test ../ test cube/exception-97.5-hypothetical-lookback.html
      ---- Exception 97.5 (Hypothetical) Lookback 
test ../ test cube/exception-99-actual-lookback.html
      ---- Exception 99 (Actual) Lookback 
test ../ test cube/exception-99-hypothetical-lookback.html
      ---- Exception 99 (Hypothetical) Lookback 
test ../ test cube/hypothetical-pl-lookback.html
      ---- Hypothetical PL Lookback 
test ../ test cube/hypothetical-pl-lookback-rank.html
      ---- Hypothetical PL Lookback Rank 
test ../ test cube/kolmogorov-smirnov-test-metric.html
      ---- Kolmogorov-Smirnov Test Metric 
test ../ test cube/kolmogorov-smirnov-test-p-value.html
      ---- Kolmogorov-Smirnov Test p-value 
test ../ test cube/lookback-index.html
      ---- Lookback Index 
test ../ test cube/mean-ratio.html
      ---- Mean Ratio 
test ../ test cube/mean-unexplained-pl.html
      ---- Mean Unexplained PL 
test ../ test cube/p-value-actual-lookback.html
      ---- p-value (Actual) Lookback 
test ../ test cube/p-value-actual-lookback-rank.html
      ---- p-value (Actual) Lookback Rank 
test ../ test cube/p-value-hypothetical-lookback.html
      ---- p-value (Hypothetical) Lookback 
test ../ test cube/p-value-hypothetical-lookback-rank.html
      ---- p-value (Hypothetical) Lookback Rank 
test ../ test cube/spearman-correlation-metric.html
      ---- Spearman Correlation Metric 
test ../ test cube/spearman-correlation-metric-denominator.html
      ---- Spearman Correlation Metric Denominator 
test ../ test cube/spearman-correlation-metric-numerator.html
      ---- Spearman Correlation Metric Numerator 
test ../ test cube/std-dev-hypothetical-pl.html
      ---- Std Dev Hypothetical PL 
test ../ test cube/std-dev-hypothetical-pl-lookback-rank.html
      ---- Std Dev Hypothetical PL Lookback Rank 
test ../ test cube/std-dev-theoretical-pl-lookback-rank.html
      ---- Std Dev Theoretical PL Lookback Rank 
test ../ test cube/theoretical-pl-lookback.html
      ---- Theoretical PL Lookback 
test ../ test cube/theoretical-pl-lookback-rank.html
      ---- Theoretical PL Lookback Rank 
test ../ test cube/unexplained-pl-lookback.html
      ---- Unexplained PL Lookback 
test ../ test cube/variance-hypothetical-pl.html
      ---- Variance Hypothetical PL 
test ../ test cube/variance-ratio.html
      ---- Variance Ratio 
test ../ test cube/variance-unexplained-pl.html
      ---- Variance Unexplained PL 
  
test ../ test cube/measures/frtbcombined/var.html
    
  --- 
   VaR 
  
test ../ test cube/measures/imadrc.html
    
  -- 
   IMADRC 
test ../ test cube/measures/internalmodelapproach.html
    
  -- 
   InternalModelApproach 
test ../ test cube/measures/pl-and-plsummary.html
    
  -- 
   PL 
test ../ test cube/measures/standardisedapproach.html
    
  -- 
   StandardisedApproach 
test ../ test cube/measures/stresscalibration.html
    
  -- 
   StressCalibration 
  
test ../ test cube/context-values.html
    
  - 
   Context values 
test ../ test cube/dimensions.html
    
  - 
   Dimensions 
  
test ../ test dev.html
    
   Developer Guide  
test ../ test dev/dev-release.html
    
  - 
   Release and migration notes 
test ../ test dev/dev-getting-started.html
    
  - 
   Getting Started 
test ../ test dev/dev-ui-config.html
    
  - 
   Configuring the UI 
test ../ test dev/dev-ref-impl.html
    
  - 
   FRTB Reference Implementation 
test ../ test dev/dev-core.html
    
  - 
   FRTB Core 
test ../ test dev/dev-extensions.html
    
  - 
   Extending the Solution 
test ../ test dev/dev-tools.html
    
  - 
   Configuring Solution tools and methodologies 
test ../ test dev/dev-sign-off.html
    
  - 
   Sign-Off 
test ../ test dev/dev-direct-query.html
    
  - 
   DirectQuery 
  
test ../ test limits.html
    
   Limit monitoring 
test ../ test sign-off.html
    
   Sign-Off Approvals 
test ../ test what-if.html
    
   What-If Analysis 
test ../ test pdf-guides.html
    
   PDF Guides 
test ../ test glossary.html
    
   Glossary 
         
       
    
    
    
  
    
   Theoretical PL Lookback 
    
        
            Description 
            The theoretical PL contributing to the eligibility statistics calculations 
         
        
        
        
        
        
        
            
            Hierarchies required in the view 
            
               
             
        
        
		
    
          
          
          
        
        
    
 
The measure helps to inspect the actual contributors to the eligibility statistics calculations and spot potential data quality issues, such as spikes or missing values.
note
You can change the lookback horizon (for instance 1M) to a shorter or longer observation window using the NbDaysPLMeasures  context value.
 
See also