Performance Attribution

Create a vendor selection project
Click to express your interest in this report
Indication of coverage against your requirements
A subscription is required to activate this feature. Contact us for more info.
Celent have reviewed this profile and believe it to be accurate.
We are waiting for the vendor to publish their solution profile. Contact us or request the RFX.
Projects allow you to export Registered Vendor details and survey responses for analysis outside of Marsh CND. Please refer to the Marsh CND User Guide for detailed instructions.
Download Registered Vendor Survey responses as PDF
Contact vendor directly with specific questions (ie. pricing, capacity, etc)


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.

Key Features

Demonstrate your value to clients
Our reports show the sources of return, the excess return vs. benchmarks, and the risk-adjusted return; in clear, investor friendly reports that can be included in client statements or newsletters.

Portsmouth Systems' performance analytics are fully customizable. We can include your custom benchmarks, factors, sectors and analytics.

We can even generate your reports using your firms logos, fonts and color-schemes.

Cost Effective
After initial set-up, you can use Portsmouth Systems' performance analytics as much or as little as you need. Our fees are tied to your usage.

We offer both pay-as-you-go plans for infrequent users and subscription plans for high-volume users.

Costs range from USD 500 for a one-time run, to USD 1,000

Key Benefits

Portsmouth Systems' performance analytics clearly demonstrate the value of your active management on investor risk and return.

Product/Service details