I have a similar trading system both as portfolio and as simulation, but calculated returns of current holdings are different despite the same purchase date.
for the simulation you are using the “next open” price, which is $ 6.41.
For the live portfolio, P123 uses the transaction price of the previous trading day, which is $ 6.40 on November 7th.
My concern is not regarding the price difference, but the fact that the simulation shows a return of 19.8% - which is incorrect. The sim is set to ‘next open’, so should calculate the return as 4.5%, like in the portfolio…
You are right: not much difference in the buy price. So, assuming the computer is not making a math mistake, it must be a difference in the current price of the unsold stock.
I think the port has updated the stock price as of 11/14/2014 but the sim used 11/10/2014.
I have been working on a reply to your post and have only now seen that Jrinne has provided the right idea after I had finished my own second post.
His intuition is correct.
The sim only gets active on the last rebalance day.
The port is always up-to-date:
Simulation
Your example, PLNR:
simulation buy price = 6.41 = open price of November 10th
simulation return = 19.81
6.41*1.1981 = 7.679821 ≈ 7.68 = closing price of November 10th