Can historical simulations accurately predict private market portfolio outcomes? Our backtesting report puts the Historical-Simulation model head to head with the industry-standard Takahashi-Alexander model. Fill out the form and your copy of the 21-page PDF is ready on the next page.
01
Two models, head to head
How our Historical-Simulation framework and the longstanding Takahashi-Alexander model each forecast private market cash flows.
02
An extensive backtest
Forecast accuracy measured across portfolio contributions, distributions, and net asset values over multiple time horizons.
03
Where the difference shows
The Historical-Simulation model forecasts distributions and NAVs with significantly lower error over longer horizons.
