gloomberb 0.18.0 → 0.18.1

package/src/docs/snapshot.json

@@ -1,7 +1,7 @@
 {
  "format": 1,
  "site": "https://gloom.sh",
- "updatedAt": "2026-10-16",
+ "updatedAt": "2026-10-17",
  "categories": [
   {
    "id": "research",
@@ -159,7 +159,7 @@
    "code": "DDIS",
    "name": "Debt maturities",
    "description": "Principal due by year",
-   "detail": "Principal due in the next 12 months, in each of years two to five, and after, from the latest annual filing, with the near-term share ranked against 10 years. History tracks principal and interest expense.",
+   "detail": "Principal due in the next 12 months, in each of years two to five, and after, from the latest annual filing, with the near-term share ranked against 10 years. A newer 10-Q adds its current and non-current debt. History tracks principal and interest expense.",
    "category": "research",
    "arg": "ORCL",
    "shot": "https://gloom.sh/screenshots/fn/DDIS.png",
@@ -759,7 +759,7 @@
    "code": "CRYP",
    "name": "Crypto board",
    "description": "Top coins by market cap",
-   "detail": "The top 100 coins by market cap, stablecoins on their own tab, with returns from a day to a year, a 30-day sparkline, volume, and market cap. Prices stream live on every plan where the market allows.",
+   "detail": "The top 100 coins by market cap, with returns from a day to a year, a 30-day sparkline, volume, and market cap. Stablecoins have their own tab: total supply over time stacked by coin, and each coin's supply, 7- and 30-day supply growth and share of the total. Prices stream live on every plan where the market allows.",
    "category": "markets",
    "shot": "https://gloom.sh/screenshots/fn/CRYP.png",
    "lesson": "/academy/crypto-and-prediction-markets/crypto-from-zero"
@@ -777,8 +777,8 @@
   {
    "code": "FUT",
    "name": "Futures board",
-   "description": "Most active futures",
-   "detail": "Each root's most active contract across equity index, rates, energy, metals, agriculture, and FX with last price, unit and session change, grouped by sector, naming the nearer month while it still trades.",
+   "description": "Front-month futures",
+   "detail": "Each root's front contract until its stated roll date across equity index, rates, energy, metals, agriculture, and FX with last price, unit and session change, grouped by sector, naming the day's most active month by volume when it is another one.",
    "category": "markets",
    "shot": "https://gloom.sh/screenshots/fn/FUT.png",
    "lesson": "/academy/futures-commodities-energy/futures-from-zero"
@@ -1186,7 +1186,7 @@
    "code": "CDS",
    "name": "Single-name CDS",
    "description": "Corporate 5Y CDS and trades",
-   "detail": "Single-name corporate CDS. CDS alone lists the issuers traded in the last 5 days with trade count, last trade and 5Y spread, to rank them by; with a ticker or issuer, its 5Y spread (level, date, 1M change, range) and its trades.",
+   "detail": "Single-name corporate CDS. CDS alone lists the issuers traded in the last 5 days with trade count, last trade, 5Y spread and its 1W and 1M moves through the roll while the level is current (points upfront past 2,000 bp), ranked with --sort spread, 1w or 1m; with a ticker or issuer, its 5Y spread (level, date, 1W and 1M change, range), its trades and its daily 5Y levels (--csv --section daily exports them).",
    "category": "macro",
    "arg": "F",
    "shot": "https://gloom.sh/screenshots/fn/CDS.png",
@@ -1229,8 +1229,8 @@
   {
    "code": "TRACE",
    "name": "Corporate bond tape",
-   "description": "Latest corporate and agency sales",
-   "detail": "Latest corporate and agency bond sales: issuer, coupon, price, yield, and grade. TRACE alone lists the tape; TRACE with an issuer filters to that name. It opens the Bonds section of Fixed Income.",
+   "description": "Corporate and agency sales by issuer or CUSIP",
+   "detail": "Latest corporate and agency bond sales: issuer, CUSIP, coupon, maturity, price, yield, and grade. TRACE alone lists the tape; TRACE with an issuer name, a bond symbol root, a stock ticker, or a CUSIP finds that issuer's outstanding bonds. It opens the Bonds section of Fixed Income.",
    "category": "macro",
    "arg": "issuer"
   },
@@ -1299,8 +1299,8 @@
   {
    "code": "INS",
    "name": "Insider transactions",
-   "description": "Form 4 activity and insider buying",
-   "detail": "Insider buys, sells, awards, and gifts from Form 4 filings with insider name, size, and price. Alone it ranks the companies whose insiders are buying in the market, with why: clusters, repeat buys, size against their usual. US equities only.",
+   "description": "Form 4 activity, insider buying and selling",
+   "detail": "Insider buys, sells, awards, and gifts from Form 4 filings with insider name, size, and price. Alone it ranks the companies whose insiders are buying, or selling, in the market, with why: clusters, repeat trades, size against their usual, the stake added or sold. Filters by role, size, cluster, new or exited positions and market cap. US equities only.",
    "category": "ownership",
    "arg": "NVDA",
    "shot": "https://gloom.sh/screenshots/fn/INS.png",
@@ -2407,9 +2407,14 @@
     "drift",
     "rebalance",
     "weights",
-    "glossary"
+    "glossary",
+    "dividend income",
+    "yield",
+    "DRIP",
+    "reinvest",
+    "DVD"
    ],
-   "updatedAt": "2026-10-12",
+   "updatedAt": "2026-10-17",
    "blocks": [
     {
      "type": "heading",
@@ -2493,6 +2498,31 @@
       }
      ]
     },
+    {
+     "type": "heading",
+     "level": 2,
+     "text": "Dividend income"
+    },
+    {
+     "type": "paragraph",
+     "text": "`gloomberb portfolio show Core` also lists what each share or fund pays a year: its trailing twelve months of dividends per share times the shares you hold, in the portfolio's currency, and that as a yield on the holding's value. The TOTAL row gives the portfolio's income and its yield on the whole portfolio, cash included. A holding whose dividends could not be read shows `—`, and so does the total, never $0."
+    },
+    {
+     "type": "paragraph",
+     "text": "To see what reinvesting them adds, ask for a DRIP projection:"
+    },
+    {
+     "type": "code",
+     "code": "gloomberb portfolio show Core --drip --years 3 --withholding 15"
+    },
+    {
+     "type": "paragraph",
+     "text": "Each year the shares you hold pay today's dividend, the withholding comes off, and the rest buys shares at today's price. The table gives each holding's shares now and after the last year, and the income each year, net of withholding. `--years` takes 1 to 5."
+    },
+    {
+     "type": "paragraph",
+     "text": "To compare payers before you buy, rank them by yield with payout and growth: `gloomberb fn DVD KO PEP JNJ`."
+    },
     {
      "type": "details",
      "summary": "Fine print",
@@ -2501,6 +2531,7 @@
        "type": "list",
        "items": [
         "Targets need not add up to 100%; the report says what is unallocated.",
+        "Income uses trailing dividends, not announced ones. DRIP holds dividends, prices and exchange rates where they are today and reinvests once a year; it is an illustration, not a forecast.",
         "Trades use the current price and leave out fees, taxes and lot sizes.",
         "A broker portfolio uses the cash its account reports.",
         "In the PF pane the columns read `WEIGHT`, `TGT WT`, `DRIFT` and `TRADE`."
@@ -2510,7 +2541,7 @@
     },
     {
      "type": "paragraph",
-     "text": "Related: [PF](/docs/functions#pf), [CLI](/docs/cli-functions#portfolios-and-notes)."
+     "text": "Related: [PF](/docs/functions#pf), [CLI](/docs/cli-functions#portfolios-and-notes). Methodology: [dividend income and DRIP](https://github.com/gloom-sh/gloomberb/blob/main/docs/research-data.md#portfolio-income-and-drip)."
     }
    ]
   },
@@ -5273,6 +5304,10 @@
        "`financials`, `fundamentals`, `valuation`, `events`, `analyst` `<symbol>`",
        "Revenue and EPS, profile, multiples, dividends and splits, ratings and targets"
       ],
+      [
+       "`fn DVD <symbols>`",
+       "Dividend yield and history; several symbols rank in one table by yield, with payout, growth, last ex-date and pay date"
+      ],
       [
        "`holders`, `insider`, `13f`, `filings` `<symbol>`",
        "Holders, insiders, institutions and funds, SEC filings"
@@ -5335,7 +5370,7 @@
      "rows": [
       [
        "`portfolio list|show|create|delete <name>`",
-       "Manual portfolios; `show` lists value, weight, target, drift and the trade to rebalance, and `show --explain` adds what those terms mean"
+       "Manual portfolios; `show` lists value, weight, a year of dividend income and its yield, target, drift and the trade to rebalance; `show --explain` adds what those terms mean, and `show --drip [--years 1-5] [--withholding <pct>]` projects reinvested dividends"
       ],
       [
        "`portfolio add|remove <portfolio> <symbols...> [--file <csv|txt>]`",
@@ -5453,7 +5488,7 @@
     },
     {
      "type": "paragraph",
-     "text": "`gloomberb catalog <function>` lists a function's options. `shot` also takes `--tab <id>`."
+     "text": "`gloomberb catalog <function>` lists a function's options. `shot` also takes `--tab <id>`. `shot` draws a function's options as its pane does: `gloomberb shot 13F 0001067983 --compare SPY` opens the fund's overlap with SPY. An option only the text report reads, such as `--limit`, fails `shot` with exit 1 and names the `fn` command that reads it, instead of saving the pane without it."
     },
     {
      "type": "paragraph",
@@ -7546,7 +7581,7 @@
   {
    "url": "/academy/futures-commodities-energy/futures-from-zero",
    "title": "Futures from zero (FUT)",
-   "summary": "A futures contract is a standard, exchange-traded promise to buy or sell a set quantity on a set month at a price agreed today, settled with daily margin, and FUT shows the most active months across markets.",
+   "summary": "A futures contract is a standard, exchange-traded promise to buy or sell a set quantity on a set month at a price agreed today, settled with daily margin, and FUT shows each market's front month.",
    "chapter": "Futures, commodities and energy",
    "minutes": 5
   },
@@ -7646,7 +7681,7 @@
    "title": "Credit default swaps (CDS, CDX, SOVR)",
    "summary": "A credit default swap is insurance on a borrower's default, and CDS, CDX and SOVR show reported trades on companies, the main indices and 5-year country spreads.",
    "chapter": "Rates, bonds and credit",
-   "minutes": 4
+   "minutes": 5
   },
   {
    "url": "/academy/rates-bonds-credit/credit/debt-and-covenants",

package/src/plugins/builtin/analytics/index.tsx

@@ -482,7 +482,7 @@ export const portfolioAnalyticsModule: PluginModule = {
       paneId: "analytics",
       label: prefix === "PORT" ? "Portfolio Analytics" : "Portfolio Market Risk",
       description: "Benchmark-relative risk, factor betas, stress shifts and local account evidence.",
-      keywords: ["risk", "analytics", "sharpe", "beta", "sector", "allocation", "portfolio"],
+      keywords: ["risk", "analytics", "sharpe", "beta", "sector", "allocation", "portfolio", "style", "quality", "factor tilt"],
       shortcut: { prefix, argKind: "text", argOptional: true, argPlaceholder: "portfolio-id" },
       headless: portfolioRiskHeadless,
       canCreate: (context) => context.config.portfolios.length > 0,

package/src/plugins/builtin/analytics/risk-client.ts

@@ -16,12 +16,15 @@ import { qualifySharpeCadence } from "./sharpe-cadence";
 import { evidenceDay } from "./risk-evidence";
 import { FX_LIVE_RATE_MAX_DEVIATION } from "../../../market-data/coordinator/fx-legs";
 import {
+  accountFxPair,
+  accountFxReason,
   convertClosesToUsd,
   FX_DISAGREES,
   FX_NO_PAIR,
   FX_UNAVAILABLE,
   riskConversion,
   validateFxHistory,
+  type AccountFx,
   type FxCloses,
   type RiskConversion,
 } from "./risk-fx";
@@ -65,8 +68,10 @@ export interface RiskMarketSnapshot {
   fetchedAt: string;
   warnings: string[];
   brokerOptions?: import("./risk-options").PortfolioOptionBook;
-  /** USD per unit of each listing or position currency of the holdings, at load time. */
+  /** USD per unit of the account currency and of each listing or position currency of the holdings, at load time. */
   fxRates?: Record<string, number>;
+  /** For an account not in USD: the daily closes its returns convert at, or why they cannot. */
+  accountFx?: AccountFx;
 }
 /**
  * The most holdings one load requests daily history for, largest current USD
@@ -81,13 +86,14 @@ const RISK_QUOTE_LIMIT = 500;
 const HISTORY_CONCURRENCY = 4;
 const MAX_FX_CURRENCIES = 24;
 export const BEYOND_SIZE_REASON = `Beyond the supported size: only the ${RISK_HISTORY_LIMIT} largest holdings by value are modelled`;
-// Listing venues as the quotes report them; MTUM lists on Cboe BZX, not Arca.
+// Listing venues as the quotes report them; MTUM and QUAL list on Cboe BZX, not Arca.
 export const RISK_FACTOR_INSTRUMENTS: RiskInstrument[] = [
   ["SPY", "ARCA"],
   ["IWM", "ARCA"],
   ["IWD", "ARCA"],
   ["IWF", "ARCA"],
   ["MTUM", "BATS"],
+  ["QUAL", "BATS"],
   ["IEF", "ARCA"],
   ["HYG", "ARCA"],
 ].map(([symbol, exchange]) => ({ symbol: symbol!, exchange: exchange! }));
@@ -313,7 +319,9 @@ const largestFirst = (
  * competes at its value at the current rate and, when requested, also loads
  * its currency's daily FX history once per currency, so its closes convert to
  * USD. Holdings with no FX pair, positions the caller marks unsupported and
- * holdings past the limit get no history request; their entry says why. The
+ * holdings past the limit get no history request; their entry says why. An
+ * account in another currency than USD also loads that currency's current
+ * rate and daily FX history, which the model converts every return with. The
  * signal stops the fetch: no request starts once it
  * aborts, the ones in flight are cancelled, and the call rejects instead of
  * returning a partial snapshot nobody is waiting for.
@@ -323,6 +331,7 @@ export async function fetchPortfolioRiskMarket(
   client: RiskCloudClient = apiClient,
   now = new Date(),
   signal?: AbortSignal,
+  accountCurrency = "USD",
 ): Promise<RiskMarketSnapshot> {
   signal?.throwIfAborted();
   const normalized = (row: RiskInstrument): RiskInstrument => ({
@@ -417,14 +426,16 @@ export async function fetchPortfolioRiskMarket(
     }
   }
   // Current rates value a foreign holding: its rank, its mark, and its size when left out.
+  // The account currency's comes first: it values every holding.
+  const account = accountCurrency === "USD" ? null : accountCurrency;
   const fxCurrencies = [
     ...new Set(
-      [...entries.values()].flatMap((row) => {
+      [...(account ? [account] : []), ...[...entries.values()].flatMap((row) => {
         const currency = resolveCurrencyUnit(
           listings.get(row.id)?.currency ?? (quotes.has(row.id) ? null : row.request.currency),
         ).currency;
         return currency && currency !== "USD" ? [currency] : [];
-      }),
+      })],
     ),
   ].slice(0, MAX_FX_CURRENCIES);
   const fx = await Promise.allSettled(
@@ -539,6 +550,22 @@ export async function fetchPortfolioRiskMarket(
     }
     return loading;
   };
+  // The account currency's daily closes, shared with any listing that converts from it.
+  const accountWork: Promise<AccountFx | undefined> = (async () => {
+    if (!account) return undefined;
+    const failed = (error: string): AccountFx =>
+      ({ currency: account, pair: accountFxPair(account), closes: {}, first: null, asOf: null, error });
+    const conversion = riskConversion(account);
+    if (!conversion || conversion.divisor !== 1) return failed(accountFxReason(account, FX_NO_PAIR));
+    try {
+      const closes = await fxHistory(conversion);
+      return { currency: account, pair: accountFxPair(account), closes: Object.fromEntries(closes.closes),
+        first: closes.first, asOf: closes.asOf, error: null };
+    } catch (error) {
+      if (isAccessDenied(error) || signal?.aborted) throw error;
+      return failed(accountFxReason(account, message(error)));
+    }
+  })();
   const pending = instruments.flatMap(([id], index) =>
     requestedIds.has(id) ? [index] : [],
   );
@@ -596,7 +623,7 @@ export async function fetchPortfolioRiskMarket(
       }
     }),
   );
-  const [, fred] = await Promise.all([
+  const [, fred, accountFx] = await Promise.all([
     historyWork,
     Promise.allSettled(
       ["DGS10", "VIXCLS"].map(async (id) =>
@@ -611,6 +638,7 @@ export async function fetchPortfolioRiskMarket(
         ),
       ),
     ),
+    accountWork,
   ]);
   signal?.throwIfAborted();
   for (const [index, result] of fred.entries()) {
@@ -628,25 +656,30 @@ export async function fetchPortfolioRiskMarket(
     fetchedAt: now.toISOString(),
     warnings,
     fxRates,
+    ...(accountFx ? { accountFx } : {}),
   };
 }
-/** What changes the requests: identity, size and whether a holding can enter the basket. */
-const cacheKey = (holdings: readonly RiskHoldingRequest[]) =>
+/**
+ * What changes the requests: identity, size, whether a holding can enter the
+ * basket, and an account currency other than USD (whose daily FX the load adds).
+ */
+const cacheKey = (holdings: readonly RiskHoldingRequest[], accountCurrency: string) =>
   [
     ...new Set(
       holdings.map(
         (row) => `${riskInstrumentId(row)}|${row.quantity ?? ""}|${row.currency ?? ""}|${row.unsupported ? 1 : 0}`,
       ),
     ),
-  ].sort().join(",");
+  ].sort().join(",") + (accountCurrency === "USD" ? "" : `@${accountCurrency}`);
 export async function loadPortfolioRiskMarket(
   holdings: readonly RiskHoldingRequest[],
   force = false,
+  accountCurrency = "USD",
 ) {
   const { payload, stale, refreshError } = await loadCloudResource(
     portfolioRiskCache,
-    cacheKey(holdings),
-    () => fetchPortfolioRiskMarket(holdings),
+    cacheKey(holdings, accountCurrency),
+    () => fetchPortfolioRiskMarket(holdings, undefined, undefined, undefined, accountCurrency),
     { force },
   );
   return {

package/src/plugins/builtin/analytics/risk-fx.ts

@@ -4,9 +4,26 @@ import { dailyFxCloses, FxHistoryError, type FxCloses } from "../../../market-da
 import { getPublishedUsEquityCalendarDay } from "../../../market-data/published-us-sessions";
 import type { PricePoint } from "../../../types/financials";
 import { resolveCurrencyUnit } from "../../../utils/currency-units";
+import type { DatedReturn } from "./metrics";
 
 export type { FxCloses };
 
+/**
+ * The daily closes that restate a non-USD account's returns, as the market
+ * load keeps them (plain data, so the cache can hold them), or why there are none.
+ */
+export interface AccountFx {
+  currency: string;
+  /** "USD/TRY" or "EUR/USD", as the pair trades; null when no daily pair prices the currency. */
+  pair: string | null;
+  /** USD per unit of the account currency at each completed daily close; empty with an error. */
+  closes: Record<string, number>;
+  first: string | null;
+  asOf: string | null;
+  /** Why returns cannot convert into the account currency; every holding is left out with it. */
+  error: string | null;
+}
+
 /** How a listing quoted in another currency is restated in USD. */
 export interface RiskConversion {
   /** The listing currency as quoted, sub-units included (GBp, ZAc). */
@@ -35,6 +52,50 @@ const MAX_LOCAL_CLOSED_DAYS = 10;
 const BASKET_CALENDAR = "NYSE";
 const DAY_MS = 86_400_000;
 
+/** The daily pair of an account currency as dealers quote it ("USD/TRY", "EUR/USD"), or null when none prices it. */
+export function accountFxPair(currency: string): string | null {
+  const leg = fxLegForCurrency(currency);
+  return !leg ? null : leg.invert ? `USD/${leg.currency}` : `${leg.currency}/USD`;
+}
+
+/**
+ * Why the account currency's daily closes cannot convert a holding: the
+ * problem a listing's own conversion would report (stale, unavailable,
+ * gapped, disagreeing with the current rate), said of the account's pair.
+ */
+export function accountFxReason(currency: string, problem: string): string {
+  const pair = accountFxPair(currency);
+  if (!pair) return `No daily FX pair converts USD into the account currency ${currency}`;
+  const tail = /^Foreign holdings: (daily FX .*)$/.exec(problem)?.[1];
+  return `${pair} ${tail ?? "daily FX closes unavailable"}`;
+}
+
+/**
+ * Restates daily USD returns in the account currency at the FX closes of each
+ * return's own start and end dates: the holding's USD value is divided by the
+ * USD price of one account unit on both dates, so a return becomes
+ * (1 + r) * fx(start) / fx(end) - 1. A listing already converted from its own
+ * currency to USD therefore converts at the cross of the two closes of the
+ * same date. Returns before the first FX close or after the last are dropped,
+ * so the series starts and ends with the FX history; a return inside it with an
+ * endpoint that has no FX close rejects the whole series instead of bridging it.
+ */
+export function convertReturnsToAccount(
+  returns: readonly DatedReturn[],
+  fx: Pick<AccountFx, "currency" | "closes" | "first" | "asOf">,
+): DatedReturn[] {
+  if (!fx.first || !fx.asOf) throw new Error(accountFxReason(fx.currency, FX_UNAVAILABLE));
+  const converted: DatedReturn[] = [];
+  for (const point of returns) {
+    if (point.startDateKey < fx.first || point.dateKey > fx.asOf) continue;
+    const start = fx.closes[point.startDateKey],
+      end = fx.closes[point.dateKey];
+    if (!(start! > 0) || !(end! > 0)) throw new Error(accountFxReason(fx.currency, FX_GAP));
+    converted.push({ ...point, value: (1 + point.value) * (start! / end!) - 1 });
+  }
+  return converted;
+}
+
 /** The pair that restates a listing currency in USD, or null when there is none. */
 export function riskConversion(listingCurrency: string): RiskConversion | null {
   const unit = resolveCurrencyUnit(listingCurrency);

package/src/plugins/builtin/analytics/risk-headless.ts

@@ -15,6 +15,7 @@ import {
   RISK_VIEWS,
   riskEvidence,
   riskPercentile,
+  riskReturnsCurrency,
   riskValue,
   sinceFallbackNote,
   sinceFiledMethod,
@@ -142,7 +143,7 @@ export const portfolioRiskHeadless: HeadlessPaneDefinition<"bundle"> = {
       "Explicit local evidence for account returns and attribution",
     ],
     limitations: [
-      `Fixed-current-weight USD equity basket over the holdings that qualify, largest ${RISK_HISTORY_LIMIT} by value; foreign listings convert to USD at daily FX closes; metadata.coverage states the covered share of market value and each holding left out.`,
+      `Fixed-current-weight equity basket over the holdings that qualify, largest ${RISK_HISTORY_LIMIT} by value, in the account's currency; foreign listings convert to USD at daily FX closes, and a non-USD account's returns then convert into its currency at its own daily FX closes; metadata.coverage states the covered share of market value and each holding left out.`,
       "--since filed buys the 13F's own weights at the filing-date close and holds them (--weights current holds today's weights fixed instead).",
       "No account performance inferred.",
       "ETF price-return factor proxies.",
@@ -246,6 +247,7 @@ export const portfolioRiskHeadless: HeadlessPaneDefinition<"bundle"> = {
             ctx.apiClient,
             new Date(),
             ctx.signal,
+            local.portfolio.currency,
           ),
       localOnly
         ? Promise.resolve(undefined)
@@ -270,7 +272,12 @@ export const portfolioRiskHeadless: HeadlessPaneDefinition<"bundle"> = {
     // Options for views the report does not print are named, not dropped silently; the fallback from --since opens the report.
     const fallback = sinceFallbackNote(local.portfolio);
     const shifted = ["equity-shift", "rate-shift", "vol-shift"].filter((key) => args.options[key] != null);
+    // A non-USD account's returns were converted, and the basket views say into what.
+    const returnsCurrency = riskReturnsCurrency(model);
     const notices = [
+      ...(returnsCurrency && (!requestedView || (BASKET_VIEWS.has(requestedView) && requestedView !== "holdings"))
+        ? [`${returnsCurrency[0]!.toUpperCase()}${returnsCurrency.slice(1)}.`]
+        : []),
       ...(model.window.kind === "since-filed" ? [sinceFiledMethod(model.window, model.benchmark)] : []),
       ...(args.options.since === "filed" && model.window.kind !== "since-filed" ? [fallback] : []),
       ...(requestedView && requestedView !== "stress" && shifted.length ? [`${shifted.map((key) => `--${key}`).join(", ")} change${shifted.length === 1 ? "s" : ""} the stress view only, not --view ${requestedView}`] : []),
@@ -335,6 +342,8 @@ export const portfolioRiskHeadless: HeadlessPaneDefinition<"bundle"> = {
         ...(basketView && model.coverage
           ? { coverage: coverageSummary(model.coverage, COMPACT_LEFT_OUT_LIMIT) }
           : {}),
+        // The currency a non-USD account's returns and amounts are in, and the daily pair they converted at.
+        ...(basketView && model.accountConversion ? { accountConversion: model.accountConversion } : {}),
         asOf: model.fetchedAt,
         ...(notices.length ? { notices } : {}),
       },