def portfolio_performance(self, verbose=False, risk_free_rate=0.02):
        """
        After optimising, calculate (and optionally print) the performance of the optimal
        portfolio. Currently calculates expected return, volatility, and the Sharpe ratio.

        :param verbose: whether performance should be printed, defaults to False
        :type verbose: bool, optional
        :param risk_free_rate: risk-free rate of borrowing/lending, defaults to 0.02
        :type risk_free_rate: float, optional
        :raises ValueError: if weights have not been calcualted yet
        :return: expected return, volatility, Sharpe ratio.
        :rtype: (float, float, float)
        """
        return base_optimizer.portfolio_performance(
            self.expected_returns,
            self.cov_matrix,
            self.weights,
            verbose,
            risk_free_rate,
        )