(Currently in development)

Our research has found that GP-reported values for private equity funds are often stale. Normal regression analysis can lead to faulty risk and performance estimates for your private equity portfolio, and may consequently affect your asset allocation and exposure to risk.

To correct this problem, you need to regress your GP-reported values using lagged variables, but regression engines provided by most portfolio software packages generally do not offer this functionality.

Sand Hill Econometrics is developing the Sand Hill Portfolio Analyst to help you overcome that challenge. This easy-to-use web tool will let you instantly generate current, lag-adjusted portfolio metrics for your venture capital and alternative asset investments. When you enter a quarterly time series of reported returns for at least a five year period, the Portfolio Analyst will return your fund's:

• Beta
• Alpha
• Sigma
• Mark-to-market value
• Correlation to the benchmark

In addition to providing metrics on your portfolio, the Portfolio Analyst can be used to assess risk and performance for the venture industry (represented by the Sand Hill Index of Venture) relative to the public markets (S&P 500 or DJ Wilshire 5000). Analyze any historical time period beginning in 1991.