Peter, I think you just handed me the Darwin award of the thread (I still have the reflex of writing 2014 sometimes...)
BUT, I need a result table, and your solution doesn't give that. Sorry, this is part of a more complex scheme that requires an intermediary table.
Both your answers are perfect Michael and Manish, I put up the correct marker on Manish since the script was more explicit
Thank you very much guys
Now as a follow up question, if my benchmark was not populated for 2015-02-15, but only 2015-02-16. I would need to take for granted that my portfolio is evaluated against 2015-02-14.
What solution is better, have my benchmark table filled for unpopulated dates with the previous day's values, or is there a work around in the script where I could try to match on the closest date below it's portfolio date value?