Benchmark Analysis¶
Overview¶
Benchmark analysis compares portfolio and asset performance against relevant indices, peer groups, and industry standards to assess relative performance.
Benchmark Types¶
Market Benchmarks¶
Index comparison:
- Public indices
- Sector indices
- Custom benchmarks
- Blended benchmarks
Peer Benchmarks¶
Competitive analysis:
- Peer group selection
- Performance comparison
- Quartile ranking
- Best practices
Analysis Methods¶
Relative Performance¶
Comparison metrics:
- Alpha generation
- Tracking error
- Information ratio
- Correlation analysis
Reporting¶
Benchmark Reports¶
Performance communication:
- Relative returns
- Attribution analysis
- Peer rankings
- Trend analysis