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Public Market Equivalents - PME

Public Market Equivalents - PME

Owned by Martin Zahner
Mar 01, 2024
1 min read

 

Feature Description and Business Benefit

Compare the IRR of private market investments to equivalent investments in public marktet.

Available Indices:

  • S&P 500

  • MSCI World and

  • Russell 2000

 

 

 

The PME IRR is calculated by replicating the cash flows as investments into the a stock market index tracker

The alpha is calculated based on nIRR

 

 

How to use the capability

  1. Choose “Fund Breakdown” and “Investors” from Filterbar

  2. Portfolio Alpha Performance Bubble Chart

    1. Choose “Alpha vs Index” from Filterbar

    2. Zoom into the bubble chart, by right-click and move mouse, release.