Portfolio Diagnostic is the API for alternatives - creating standardized returns data from sponsor models and fund reports so you can finally analyze your entire portfolio with institutional-grade analytics.
Data infrastructure + academic research-based analytics for LPs building optimal portfolios and GPs demonstrating their value.
Public equities have decades of standardized returns data. Alternatives don't. The result? LPs can't run proper portfolio analytics, and GPs struggle to demonstrate portfolio fit quantitatively.
Hedge funds, PE funds, and direct deals lack standardized, analyzable returns data. Without it, you can't run correlation analysis, factor attribution, or portfolio optimization.
Even when data exists, traditional portfolio analytics don't account for alternatives' unique characteristics: illiquidity, J-curves, capital calls, appraisal-based valuations.
Academic research has solved these problems—but the solutions exist in papers, not platforms. No one has codified this research into implementable, real-time analytics.
The Challenge:
You have $500M across public equities, 12 PE funds, 8 hedge funds, and 15 direct co-investments. Your public portfolio has sophisticated analytics. Your alternatives? Fragmented Excel files and quarterly PDF reports.
With Portfolio Diagnostic:
"We can finally answer 'How does this private deal fit in our portfolio?' with the same quantitative rigor we apply to public equities."
The Challenge:
LPs ask "How do you fit in our portfolio?" You show a pitch deck with your track record and strategy. They nod politely and evaluate you based on relationships and gut feel.
With Portfolio Diagnostic:
"Instead of 'Here's our IRR,' we now say 'Here's how we reduce your portfolio volatility by 18% while adding 200bps of uncorrelated returns.'"
Upload existing fund data, or work with us to add new private deals and hedge fund positions to our database.
For private deals: We work with sponsors to create DCF models with factor inputs and generate synthetic historical returns. For funds: We standardize, unsmooth, and adjust returns data for proper analysis.
Access the full suite of portfolio construction tools—factor analysis, correlation modeling, optimization, and marginal contribution analysis—across your entire portfolio including alternatives.
Share your investment model, performance data, or fund characteristics.
We convert your deal into our DCF framework or standardize your fund data for analysis. Your investment becomes analyzable within LP portfolios.
LPs using our platform can now see exactly how your investment impacts their portfolio—correlation, factor exposures, marginal contribution, diversification value.
See your entire portfolio—stocks, bonds, PE, hedge funds, direct deals—in one unified dashboard with consistent analytics.
Understand factor loadings across all holdings. See where your "diversified" alternatives actually concentrate risk.
Proper correlation modeling accounting for stale pricing, illiquidity, and asynchronous returns. No more false diversification.
Evaluate how adding any fund or deal impacts your portfolio's risk, return, and Sharpe ratio. Optimize at the total portfolio level.
Model capital calls, distributions, and rebalancing constraints. Manage illiquidity risk across your commitment schedule.
Compare alternatives to factor-tilted public portfolios. Validate the premium you're paying for illiquidity and active management.
Whether you're an LP looking to analyze your entire portfolio with institutional-grade analytics, or a GP wanting to demonstrate quantitative portfolio value to sophisticated investors—we're here to help.
All data remains confidential. We sign NDAs and never share sponsor models or LP portfolios.