Gain a clear, connected view of how your portfolio’s structure and decisions drive total investment fund performance across every asset class.
PEARL’s extensive attribution capabilities enable investment teams to analyze multi-asset portfolios consistently and comprehensively.
Understand how each portfolio component contributes to overall performance across diversified mandates, fund-of-funds structures, and portfolios with overlays and private assets.
Why PEARL’s multi-asset attribution?
- Integrate equity, fixed income, currency, private assets, and overlays in a single attribution framework
- Reflect strategic, tactical, and implementation decisions using decision-based attribution
- Evaluate the impact of overlays, like asset allocation and currency hedging, with models that separate their impact from underlying asset class results
- Build flexible fund and benchmark hierarchies that reflect real-world structures and unlock deeper insights
- Attribute performance against composite, liabilities or policy benchmarks with flexibility to reflect your rebalancing approach
Building a total fund narrative
Combine with our other attribution models at scale to create a comprehensive view of total investment fund performance that aligns with how investment decisions are made and evaluated at the total fund level.
Decision-based attribution
Capture the impact of strategic and tactical decisions down to manager selection
Equity
Examine the impact of allocation and selection decisions with a traditional Brinson model and/or factor-based analysis
Fixed income
Analyze how yield, duration and credit quality impact your portfolio after splitting out the impact of currency, trading and pricing effects
Private assets
Evaluate private asset performance from a total fund perspective under an enhanced approach
Contact
Elske van de Burgt
Managing Director Investment Performance
Stefano SJ Lee
Managing Director - Asia Pacific