Matching P123 Screens Performance in backtest

I am looking at the CANSLIM screen under the P123 Screens → All-Stars.

I see the Performance tab for the screen is showing 27% Annual (Return?) and a 990.8% Total (Return?).

I also see the performance was updated on 11/15/20 which makes sense but I don’t understand what Last Run of 1/31/12 means.

I assumed that if I just clicked on the Screen and ran a backtest that it would have the same performance results as shown in the performance tab of the screen but have not seen that to be the case.

When I click on the screen CANSLIM and I run the backtest for the default 5 year period I am only getting a 69.82% return but the Performance tab shows a 5 yr return of 175.4%.

Is it possible to match the performance tab’s results for the CANSLIM screen by running a backtest on the given screen? If so what time period do I need to run it for? the 1/31/12 date is confusing.

The public Portfolio123 systems secretly reside in a dedicated account. The Last Run number is the last time that someone logged into the account and hit the Run Screen button. (It’s been a while!)

The intention of the Last Run date is that it should be useful to people with their own accounts, not for the public screens.

The stats and such are automatically updated as they go (hence the updated date). What you’re seeing is the history of the screen, including the periods where we were using a different data provider than FactSet. On the one hand that’s not going to match a new backtest; on the other hand that’s pretty much the actual results of a screen run according to schedule. (It’s still probably going to differ from an actual investment account, by the way, if only because there are no transaction costs and no timing differences in prices.)