Portsmouth Systems uses industry standard Brinson Performance Attribution Models which decompose: allocation, selection, interaction and excess return (alpha).

Portsmouth then extends this attribution model to identify timing, trading performance, and most importantly risk effects. This analysis decomposes additional risk factors so that the return of low or no risk (market neutral) portfolios are compared properly to riskier index portfolios or high-beta portfolios.

Finally, Portsmouth Systems delivers these analytics to you in multiple formats. Including investor ready reports branded with your logos, fonts and color schemes; and to MS Excel spreadsheets with all the data you need to create your own investor presentations.