Relative Performance Scoring Function for Securities

We need a backend function/API endpoint that compares the performance of one security against a group of peer securities over a selected time window. The function should accept: Target security. Peer group, such as industry, sector or custom list of securities. Start date/time. End date/time. Price type, preferably adjusted close where available. The function should calculate: Return of the target security. Average return of the peer group. Relative performance versus peers. A normalised score from -1 to +1. Score meaning: -1 = strong underperformance. 0 = neutral / in line with peers. +1 = strong outperformance. The function should also return supporting values such as target return, peer return, relative return, number of peers used and basic warnings if data is missing. Expected deliverables: Python implementation. PostgreSQL queries or data access layer. Optional FastAPI endpoint. Unit tests for positive, negative and neutral cases. Basic handling of missing data and non-trading dates. The goal is to provide a reusable analytical component for comparing securities against relevant peer groups.