def get_user_performances(user):
            date_last_year = date_hoy - datetime.timedelta(days = 365)

            performances = []

            portfolios = Portfolio.objects.filter(user=user)
            for portfolio in portfolios:
                try:
                    nw_port = 0
                    nw_port_week = 0
                    nw_port_last_year = 0
                    items = portfolio.portfolioitem_set.filter()
                    for it in items:
                        try:
                            today = getClosestPrice(it.security.ticker, date_hoy)
                            today = today.adj_close_price
                            nw_port = nw_port + today * it.shares

                            last_friday = getClosestPrice(it.security.ticker, date_last_week)
                            if last_friday:
                                try:
                                    lf = last_friday.adj_close_price
                                except:
                                    lf = last_friday.close_price
                                    pass

                            nw_port_week = nw_port_week + ( lf * it.shares )

                            lst_year = getClosestPrice(it.security.ticker, date_last_year)
                            if lst_year:
                                try:
                                    p6m = lst_year.adj_close_price
                                except:
                                    p6m = lst_year.close_price
                                    pass

                            nw_port_last_year = nw_port_last_year + ( p6m * it.shares )

                        except Exception, e:
                            print e
                            pass

                    week_gain_port = str ( '%.2f' % ( ( ( float(nw_port) / float(nw_port_week) ) - 1 ) * 100 ) )
                    year_gain_port = str ( '%.2f' % ( ( ( float(nw_port) / float(nw_port_last_year) ) - 1 ) * 100 ) )
                    n_week_gain_port = ( ( ( float(nw_port) / float(nw_port_week) ) - 1 ) * 100 )
                    n_year_gain_port = ( ( ( float(nw_port) / float(nw_port_last_year) ) - 1 ) * 100 )
                    performances.append({ 'name': portfolio.name, '7days': week_gain_port, 'year': year_gain_port, 'n_7days': n_week_gain_port, 'n_year':n_year_gain_port})

                except:
                    pass

            s_performances = sorted(performances, key=lambda k: -k['n_7days'])
            return s_performances