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The gap is large enough that finance will build its own number. Look at which stage the slipped deals were sitting in.
Error is the gap between what you called and what landed, as a share of the call. Slippage is counted separately because a deal that moves is a different problem from a deal that dies.
It takes your forecast at the start of a period and what actually closed, and shows the variance by stage.
The useful output is not the headline accuracy figure but which stage produces it. Optimism is rarely spread evenly.
Enter the number of deals and value at each stage at the period's start, and what closed by the end. Do this for three or four past periods rather than one — a single quarter tells you very little.
It will not tell you why a stage underperforms. That needs a look at the deals themselves.
It also cannot correct for a genuinely unusual period. A quarter with one enormous deal will distort any accuracy figure.
If a stage's actual conversion is consistently below its weight, the weight is wrong or the stage definition is. Usually the definition: a stage that can be entered without the buyer doing anything will always convert worse than its weight suggests.
A late stage converting far below its weight is the most expensive problem, because those are the deals the business has already committed against.
Three or four to see a pattern rather than noise.
Run it both ways — the difference is informative.
No. The calculation happens in your browser.
Half an hour on your own figures, and an honest answer about the parts Treepie does not improve.