Calculating Outperformance in Dollars: Introducing the Excess Value Method

Avi Turetsky; Matthew Pyrz; Barry Griffiths; Joaquin Lujan; Isaac Beckel

doi:10.3905/jpm.2021.1.234

Calculating Outperformance in Dollars: Introducing the Excess Value Method

Avi Turetsky, Matthew Pyrz, Barry Griffiths, Joaquin Lujan and Isaac Beckel

The Journal of Portfolio Management May 2021, 47 (6) 194-215; DOI: https://doi.org/10.3905/jpm.2021.1.234

Avi Turetsky

is a partner at Landmark Partners in New York, NY, and a research fellow at Case Western Reserve University in Cleveland, OH

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Matthew Pyrz

is a senior associate at Landmark Partners in Simsbury, CT

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Barry Griffiths

is a partner at Landmark Partners in Dallas, TX

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Joaquin Lujan

is the co-head of the alpha team and director of rates and credit at the Public Employees Retirement Association of New Mexico (NM PERA) in Santa Fe, NM

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Isaac Beckel

is an investment associate at the Public Employees Retirement Association of New Mexico (NM PERA) in Santa Fe, NM

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Vol. 47, Issue 6

May 2021

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Calculating Outperformance in Dollars: Introducing the Excess Value Method