Equity attribution in PEARL

Uncover the full story behind equity performance and understand how it contributes to total investment fund performance.

PEARL’s equity attribution capabilities equip investment teams with the tools to analyze equity portfolios from every angle on a standalone basis and within the broader fund structure.

Measure and analyze decisions using traditional allocation and selection effects, incorporate additional effects such as currency and trading, or utilize factor-based attribution to explain performance drivers.

Whether you are managing global mandates, factor strategies, or ESG-focused portfolios, our flexible attribution models help identify what’s driving equity returns and where value is being added or lost.

Why PEARL’s equity attribution?

Apply industry-standard models including Brinson-Fachler, Brinson-Hood-Beebower, and factor-based attribution
Apply models using bottom-up, top-down, or hybrid methodologies
Add extra effects such as hedge, currency, trading, and pricing through flexible configuration options
Group securities in flexible hierarchies to aggregate effects by sector, currency, region, or any custom classification
Compare portfolios against any benchmark, another portfolio, or compare two benchmarks against each other

A dual approach to enhancing equity attribution workflows

Streamline reporting workflows while maintaining the flexibility to answer ad hoc questions
Test new configurations
Refine attribution reports as needed.

Access scalable and repeatable equity attribution through automated batch processing
Explore results interactively and in a flexible manner.

Combine with other attribution models

Understand how equity effects contribute to total investment fund performance with attribution. Adjust results by each portfolio’s weight in the overall fund to deliver consistent analysis across asset classes including fixed income, multi-asset and private assets. This serves as a critical building block for enabling decision-based attribution.