View image below. It is showing by month, the count of cases, grouped by their credit quality, and a line showing the predicted default rate for that month.
The default rate line is being shown by month. So for example January is a 10% default rate, and February is 15%. However this has little impact on the OVERALL default rate due to the count being low.
Main Question: Is it possible to add another line which shows our portfolio predicted default rate - ‘all-time’ predicted default. This is so i have a line showing predicted default rate per month, and how this affects the overall predicted default rate.
I have tried with reference lines, but these are straight lines and does not show the impact month by month.
The problem is that it is the same calculated field. I think where it is filtered to a date it adjusts the calculation to include cases from that date onwards. I guess i can copy the field but make sure it keeps date PRE FILTER ?
Could you adapt your second calculation to use a LAC-W function?
As a simple example (note, I’m grouping by years not months), if my PD calculation was just avg(Profit)
And my second PD calculation “PD2” is avgOver(Profit, [truncDate("YYYY",{Order Date})], PRE_FILTER)
Then if I plot these in a stacked combo chart and add a date filter, by limiting the date filter to the last month of 2020 I can see the different values take effect: