tengu_v3_intel_pnl_attribution
Daily PnL track record for the paper book, Carhart 4-factor-decomposed. Snapshotted nightly. Returns rows[] of trading days with per-row gross/net return in basis points, transaction cost, turnover, plus the Carhart factor contributions (MKT-RF, SMB, HML, UMD) and residual alpha — the institutional skill measure that strips market/size/value/momentum beta. Window aggregate: mean daily bps, hit rate, annualised Sharpe, cumulative net + alpha. Default 30 trading days; query ?days=N (bounded to 365). Use this to ground any track-record claim the chat makes — e.g. 'our paper book made +29 bps yesterday, +111 bps alpha contribution'. 1h cache.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| days | No |