Return calculation
Compute approved portfolio/fund return measures.
DATA, RISK & PERFORMANCE
Performance analytics that explains portfolio returns.
Calculate and attribute performance using governed portfolio data, cashflows and approved methodology with transparent reconciliation and review.
Overview
Performance analytics measures investment returns and, where appropriate, attributes those returns to strategies, securities, factors, sectors or other dimensions. Private-market reporting may use cashflow-based measures such as IRR and multiples; liquid strategies typically use time-weighted returns and detailed attribution.
It sits on validated portfolio, valuation and cashflow data and supports investment teams, management, investor reporting and analytics.
Our capabilities
Attribution
Break returns into agreed drivers.
Private-market metrics
Support approved IRR/multiple-style measures where relevant.
Benchmark comparison
Apply approved benchmarks, periods and comparison methodologies to performance outputs.
Performance reporting
Deliver recurring performance packs and dashboards from the approved reporting dataset.
Reconciliation
Tie key inputs to approved portfolio/accounting records.
Service coverage
Core records
- Validated holdings/valuations
- Cashflows
- Transactions
- Benchmark / market data
- Strategy tags
- Approved performance methodology
Operating activities
| Step | Activity | What happens |
|---|---|---|
| 1 | Validate data | Confirm portfolio, valuation and cashflow population. |
| 2 | Apply methodology | Use approved calculation rules. |
| 3 | Calculate | Generate returns/attribution. |
| 4 | Reconcile | Compare with prior/official outputs. |
| 5 | Review movement | Investigate material differences. |
| 6 | Publish | Release controlled performance pack. |
Reporting and oversight
- Performance report
- Attribution analysis
- Benchmark comparison
- Private-market performance metrics
- Movement/reconciliation report
- Performance dataset
What clients gain
Consistent return calculation
Compute approved portfolio/fund return measures.
Clear return attribution
Break returns into agreed drivers.
Reliable private-market metrics
Support approved IRR/multiple-style measures where relevant.
Approved benchmark comparisons
Apply approved benchmarks, periods and comparison methodologies to performance outputs.
Governance and integration
Performance Analytics is delivered through defined responsibilities, controlled records and documented review. Material exceptions, judgements and approvals remain visible and attributable throughout the operating process.
- Methodology documented/versioned.
- Cashflow/date validation.
- Reconciliation to approved records.
- Benchmark changes controlled.
- No performance claim presented as audited/guaranteed unless formally verified.
Expertise and delivery
Experts behind the service.
Relevant professionals support service design, exception review and delivery governance where specialist judgement is required.
Meet our Experts & ProfessionalsTechnology that supports control.
Controlled data, workflow and review capabilities support consistent execution, transparent oversight and traceable evidence.
Explore Technology & ExpertiseConfigured around your operating model.
Services can be delivered through managed operations, technology enablement, co-sourced delivery or transition support.
See How We WorkFrequently asked questions
Which performance metrics should be displayed?
Only those appropriate to the strategy and supported by validated methodology.
Can performance be attributed by strategy or PM?
Yes if reliable tags/data exist and the method is agreed.
How is this different from investor reporting?
Performance analytics produces the measures; investor reporting packages approved measures for recipients.
Discuss Performance Analytics
Start with one workflow, one operating issue or one provider transition. We will map the current process, responsibility boundaries, required data and a practical first engagement.