Methodology PEI Alpha Rankings of GPs

Infrastructure manager rankings, built on the alpha managers add above their market.

Managers are ranked on the return they add above the market — measured fund by fund and aggregated to the manager. Every fund is scored on Pure Alpha, the annualised return it delivered above a benchmark matched to its own declared strategy, and a manager's rank is the realisation-weighted average of the Pure Alpha of its qualifying funds — so the rank rests on capital the manager actually returned, not on paper marks.

The Metric

From a fund's IRR to a manager's Pure Alpha

An IRR tells an investor what a fund returned. It does not say how much of that came from the market and how much the manager added — a fund that returned 14% while its market returned 14% added nothing, while a fund that returned 9% while its market returned 4% added a great deal. Direct Alpha separates the two.

Inputs

What goes in

  • Dated cash flows — contributions and distributions, net of fees, since inception
  • Latest reported NAV — terminal value of the remaining portfolio
  • Declared mandate — strategy, sector and region, mapped to TICCS®
Step 1

Fund IRR

  • One money-weighted return since inception. Market return and manager contribution combined — an IRR alone can't separate the two.
Step 2 — the ranked metric

Direct Alpha

  • Each cash flow is restated at the benchmark's return over its own life, then the IRR of the restated series is taken.
  • vs. infra300® — Total Alpha
  • vs. matched benchmark — Pure Alpha
Output

The three measures

  • Pure Alpha — return above the manager's own strategy
  • Total Alpha — return above the whole market
  • Allocation Alpha — Total less Pure, the strategy tilt
  • GP rank — realisation-weighted average of Pure Alpha

Because every cash flow is compared with the market over its own life, an old vintage fund is not judged against today's market. Because Direct Alpha is an annualised rate rather than a multiple, a mature fund and a younger one sit on the same scale.

MeasureWhat it capturesWhy it is published
Total AlphaReturn above the whole infrastructure market, measured against the infra300® index.One regulated, widely used index, so the figure is easy to place and to check.
Pure AlphaReturn above a benchmark matched to the fund's own strategy, sector and region.The ranked metric. It reflects selection, timing, structuring and value creation with strategy held constant, which is what makes managers running different mandates comparable.
Allocation AlphaTotal Alpha less Pure Alpha.Shows what the strategy and sector tilt contributed, so the decomposition reconciles in full and a manager who tilts well can point to it.

Pure Alpha is ranked because it measures a manager against the strategy it said it would run. A lower-risk mandate is not penalised by a benchmark drawn wider than the fund, and a higher-risk mandate earns no credit for the risk premium alone. Total Alpha is published in the same row for readers who prefer it.

Eligibility — Funds

Which funds are eligible

Eligibility rules are set before any alpha is computed and applied uniformly. In scope are closed-end primary private infrastructure equity funds, globally, reporting in a supported index currency.

CriterionRequirementWhy
Asset classClosed-end primary infrastructure equity funds. Debt, secondaries, funds of funds, co-investment vehicles, separate accounts, listed vehicles and open-end or evergreen funds are out of scope.Direct Alpha needs a bounded cash-flow series with a terminal value, and each of these carries a different fee or entry basis, so alpha would not be comparable. Evergreen vehicles are on the roadmap for a later edition.
Vintage maturityA known vintage year, with the two most recent vintage years excluded.Alpha in a fund's first years reflects J-curve effects and appraisal-driven NAVs rather than skill. The rule applies to strong and weak young funds alike.
Complete cash flow dataA complete dated series of contributions and distributions from the first capital call, beginning within two years of the fund's vintage. Series with gaps, or an uncertain start date, are excluded rather than estimated.Alpha is calculated since inception, so a series that starts late or has holes in it produces a figure that looks precise and is not. Nothing is interpolated or back-filled to make a fund eligible.
Benchmarkable mandateDeclared mandate mappable to TICCS® at enough granularity for a strategy benchmark to be resolved.Without a matched benchmark a fund can carry a Total Alpha but not a Pure Alpha, and Pure Alpha is the ranked metric.

Where the fund cash flows come from

Sources are fixed and published, not chosen case by case

SourceHow it is usedWhy
Manager-contributed cash flowsPrimary source. Dated contributions and distributions, net of fees, with the latest reported NAV as terminal value.The manager holds the definitive record of its own fund, and contributing it is the manager's opportunity to have the ranking calculated on accurate numbers and strategy.
LP-reported net cash flowsSecondary source, used where manager data is absent.Contributions made and distributions received by an investor are an arm's-length record of the same events.
Commercial databasesNot used.Coverage is incomplete and cannot be verified against either the manager or the investor, so those series do not enter.

Two series are never blended into a composite, because the result is a track record that neither the manager nor the investor recognises. Where several investor series exist for the same fund, the one with the longest history is used, with no averaging. Cash flows are net of fees as reported.

Eligibility — Managers

Which managers are eligible

A manager needs enough of a track record, spread across market conditions, to make a rank meaningful rather than a single lucky or unlucky outcome.

CriterionRequirementWhy
Eligible fundsThree or more funds clearing the fund-level rules.Three is the point at which no single fund can determine a rank, and at which a repeated pattern can be told apart from one outcome. Two funds cannot do either.
Vintage diversityFunds spanning two or more distinct vintage years.Stops a record built in one favourable market moment from reading as a durable one.
RecencyAt least one vintage in the last ten years.Keeps the ranking to active franchises rather than historical ones.

The Aggregation

From fund alpha to a manager rank

A manager's ranked alpha is the realisation-weighted average of the Pure Alpha of its qualifying funds, in three steps.

5.1  Set aside immature vintages

Funds from the two most recent vintage years are dropped entirely, as at the fund level. Their alpha is dominated by early fees, assets still held near cost and an absence of realisations. Excluding them keeps implausible early marks, in either direction, from moving a manager's rank.

5.2  Weight the remaining funds by realised share

Each qualifying fund is weighted by its DPI/TVPI — distributions divided by total value. The ratio sits between 0 and 1 by construction, so no cap is required. It measures how much of a fund's result has been settled in cash rather than held as an appraisal, so the weight ties each fund's influence to how final its alpha is. The weight is a measure of confidence in the number, not of performance: a fund can carry full weight on a poor result as easily as on a good one.

Why the weight is by DPI/TVPI
  • The J-curve does not end at a fixed age. A fund's early alpha is first depressed by fees drawn before value is created, then flattered as assets are marked up from cost. Excluding the two most recent vintages removes the extreme of this, but the distortion fades gradually rather than at a cut-off. The realised share fades with it: a fund still working through the J-curve holds nearly all of its value at appraisal, so it carries little weight, and its influence grows as the curve resolves.
  • Unrealised alpha depends on a valuation, realised alpha does not. For a fund still holding most of its portfolio, alpha rests on the NAV the manager reported. Once capital has been distributed, the return is a matter of record. The weight follows the part that has been paid.
  • It treats gains and losses consistently. Raw DPI would not. A fund written down towards zero distributes almost nothing, so raw DPI would give the clearest negative evidence in a record almost no weight, while unrealised upside sat at appraised value and counted. Because NAV shrinks as a fund is written down, the realised share rises instead, and a resolved loss carries full weight without a special rule.

Manager alpha  =  Σ ( wi · αi )  /  Σ wi

Where αi is fund i's Pure Alpha and wi is its realised share of total value. Managers are ranked on that figure, high to low.

Alpha Persistence

Alpha persistence, and why it sits beside the rank

Persistence is the probability that a manager's next fund delivers positive Pure Alpha. It is estimated by updating a starting assumption of even odds with each observed positive or negative fund — how a hit rate is read sensibly from a small number of funds. It is published in the same row as the rank and does not enter the ranking calculation.

It answers a different question from the rank. Two managers can both average +6% Pure Alpha: one delivered it across four funds out of four, the other delivered it in one fund out of four while three sat flat. The rank measures how much alpha a manager produced; persistence measures how often. Folding both into a single figure would mean a manager's position could fall while every one of its funds improved, and nobody could say which input moved it.

Skilled

Positive alpha and high persistence — the record is both strong and repeatable.

Lucky

Positive alpha but low persistence — a strong average built on an inconsistent hit rate.

Unlucky

Negative alpha but high persistence — a consistent hit rate that has not yet translated into a positive average.

Weak

Negative alpha and low persistence — neither the average nor the hit rate support the record.

Notes and Governance

Cadence, committee and data cut-off

Cadence

The published edition is annual and carries its calculation date. Platform tables refresh quarterly as indices reprice and fund data updates, so a platform figure can differ from the published edition.

Ranking committee

The infrastructure ranking is reviewed and approved by a four-person committee drawn from PEI Group and Scientific Infra & Private Assets, covering editorial, research and product. Members for this edition: Bruno Alves, Georgene Huang, Abhishek Gupta, and Kurt Reinhart.

Committee discretion

The committee has final discretion over the published ranking. It may adjust the treatment of an entry, or withhold one, where a data quality issue, a corporate action or a classification question makes the computed result unrepresentative. Departures from the computed order are recorded with their reasons.

Data cut-off

31 August 2026. No new fund data enters the edition after that date, which falls after the right-of-reply window closes.

Confidentiality

Individual fund cash flows are not published. Ranked outputs, benchmark composition and eligibility rules are.

Not investment advice

The ranking measures past performance against a benchmark. It is not a recommendation, an endorsement, or a forecast of future results.

How to read the ranking

Average alpha is close to zero

Across the whole universe, alpha averages close to zero by construction — a property of a correctly specified benchmark rather than a view on the asset class. For every fund above the market, another sits below it.

The denominator is disclosed

The table is published as the top N of M eligible managers, so the size of the eligible universe is always disclosed alongside the rank.

Benchmarks are disclosed, and matter

Each benchmark is built from the mandate as declared by the manager, fixed before any alpha is computed, and its composition is published on the platform profile. A rank is only as sound as the benchmark behind it, so the ranking is reviewed whenever benchmarks are recalibrated.

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