Calculators

Private Equity True Return Calculator

Evaluate actual investor cash flows, NAV sensitivity, public-market-equivalent performance, and the statistical evidence in paired periodic private-equity and benchmark returns.

1. Investor cash flows

Negative for contributions, calls, fees, and expenses. Positive for distributions. Enter remaining NAV separately.

DateTypeCash flowBenchmark index

2. Residual value

3. Paired periodic returns for Luck vs Skill analysis

Enter comparable periodic returns for the private-equity series and benchmark. Use the same periods and return basis. The paired t-test requires at least 3 complete observations. More observations generally provide a more informative estimate.

PeriodPrivate Equity return (%)Benchmark return (%)Excess return
0.00%
Methodology: This section uses a two-sided paired-sample t-test on periodic excess returns. It does not calculate a valid t-statistic from a single fund IRR or KS-PME observation. The score is an educational evidence indicator, not proof of skill or a forecast.

4. NAV stress test

NAV haircutAdjusted NAVNet XIRRTVPI

Information and interactive calculators are made available as educational and self-help tools for your independent use and are not intended to provide investment, tax, accounting, valuation, statistical, legal, or financial planning advice. Results depend on the accuracy of the data entered and the assumptions, benchmarks, valuation methods, and analytical models selected. All examples and outputs are hypothetical and for illustrative purposes only. Calculated performance measures, statistical analyses, and "Luck vs Skill" results do not establish manager skill, future performance, or investment merit. We cannot guarantee the accuracy or applicability of these results to your individual circumstances. Please consult qualified professionals before making financial or investment decisions.