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Portfolio Analysis 3.0

FactSet’s Portfolio Analysis 3.0 section provides a multi-asset portfolio-analytics workspace where users can compare portfolios to benchmarks, analyze exposures and characteristics, review trade activity, measure performance, and run attribution models. It is designed to turn position, benchmark, and trade data into detailed views of how portfolios are allocated, how they behave, and why they outperform or underperform.

Portfolio Analysis 3.0 section of FactSet provides the following data:

  • Weights — Portfolio and benchmark weights by sector, asset class, region, or other chosen grouping, plus weight differences that highlight overweights and underweights relative to the benchmark.

  • Exposures — Measures of portfolio exposure to different risk, style, or sector dimensions (for example, economic sector, country, currency, duration, beta, or factor exposures), allowing users to see concentration and diversification patterns.

  • Top Positions — Lists of the largest holdings by weight, market value, or contribution metrics, providing a quick view of which securities dominate the portfolio and drive risk and return.

  • Weights Over Time Chart — Time-series charts of portfolio and benchmark weights for selected segments, showing how allocations have evolved and where active tilts have changed through time.

  • Characteristics Overview — Snapshot of portfolio characteristics such as valuation ratios, growth metrics, quality indicators, size measures, yield, and risk statistics compared to the benchmark.

  • Characteristics Tilt — Analysis of how the portfolio tilts toward or away from particular styles or characteristics (e.g., value vs. growth, quality vs. junk, small vs. large), often expressed as differences versus benchmark averages.

  • Portfolio Management – Trade Activity — Views of historical or recent trade activity, including buys, sells, net flows, and trading patterns by security, sector, or other grouping, linking execution decisions to changes in holdings and risk.

  • Performance — Point-in-time and period returns for the portfolio and benchmark, with options for total, local, and excess returns across chosen horizons and grouping levels.

  • Multi-Horizon Returns — Performance reports that show returns over multiple measurement periods (e.g., 1 month, quarter, year-to-date, 1 year, 3 years), helping users assess consistency and path of performance.

  • Attribution – 2 Factor Brinson Attribution — Performance-attribution results using a two-factor Brinson-style model, decomposing active return into allocation and selection effects (and sometimes interaction) across sectors or other groupings.

  • Attribution – 3 Factor Brinson Attribution — An extended Brinson-style attribution model that adds a third factor or more granular decomposition, providing deeper insight into how allocation, selection, and interaction contribute to relative performance.