diff --git a/quantstats/utils.py b/quantstats/utils.py index 51eff8db..726b636f 100644 --- a/quantstats/utils.py +++ b/quantstats/utils.py @@ -397,7 +397,7 @@ def make_index( # drop when all are NaN index.dropna(how="all", inplace=True) - return index[index.index <= last_day].sum(axis=1) + return index[index.index <= last_day].drop('break', axis=1).sum(axis=1) def make_portfolio(returns, start_balance=1e5, mode="comp", round_to=None):