Percentile of Price Changes (difference between two assets, from a table)

Last updated 9 November 2026

Function reference › Risk and Performance Measures › Percentile

1 GIAnalyzer function for Excel. Optional arguments are shown in [brackets].

GIA_RPM_PercentileChangesFromTable2

Returns the percentile of the differences between price changes of two assets over chosen time horizon (number of days) during a specified period, given historical daily prices.

GIA_RPM_PercentileChangesFromTable2(HistoricalData, SingleDatesColumn, AssetName1, AssetName2, TimeInterval, Overlap, DaysNumber, WeekLastDay, PriceChangeCalc, Percentile, StartDate, EndDate, ExcludeFromDate, ExcludeToDate, CalcMethod)

Returns: Percentile of the differences between price changes of two assets over chosen time horizon (number of days) during a specified period

Argument	Use	Description
`HistoricalData`	Required	The array of historical data of the assets.
`SingleDatesColumn`	Required	Whether the historical data table has only one shared column for dates (Yes, No).
`AssetName1`	Required	The first asset.
`AssetName2`	Required	The second asset.
`TimeInterval`	Required	Time period of the price changes (Days, Week, Month, Quarter, Year)
`Overlap`	Required	Whether there is an overlap between dates (Yes, No)
`DaysNumber`	Required	Number of days if the parameter TimeInterval is Days
`WeekLastDay`	Required	The last day of the week if the parameter TimeInterval is Week (Sunday, Monday, Tuesday, Wednesday, Thursday, Friday)
`PriceChangeCalc`	Required	Calculation type of the price change (Discrete, Continuous, Absolute). See the documentation for full description.
`Percentile`	Required	The percentile value (the number between 0 and 1)
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`ExcludeFromDate`	Required	The first date in the period excluded from the required period.
`ExcludeToDate`	Required	The last date in the period excluded from the required period.
`CalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).