// Portfolio intelligence
Why, not just what.
Attribution, factor regression and rolling risk — see where your return and your risk actually come from.
// P&L attribution
Where did the return actually come from?
Decompose every rupee of P&L into market, factor tilts and genuine alpha — and into the Greeks for your options book.
factor breakdownGreeks attributionper trade · per book
See attribution →// Factor model
How much of your 25% was actually you?
A Fama-French 5 + momentum regression splits your return into market, factor tilts and the residual alpha that is yours.
2yr weekly · India-calibrated6 betas + alphaR-squared = how much is skill
Factor model →// Rolling curves
A beta is a snapshot. A rolling beta is a movie.
30, 90 and 180-day rolling beta, Sharpe, vol, alpha and correlation — watch your risk profile drift through time.
3 windowsbeta · Sharpe · vol · alphadaily
Rolling curves →