I would be happy to have quarterly returns for private equity funds using the modified Dietz method. Even if there is very little or no market fluctuation because of mark to model, I'd like a total return calculated consistent with what is done for portfolios. Do this from start to finish, from first cash flows out to last cash flows received. Put enough of these together over time in a composite and we would start to get a sense of the volatility of the asset class. This does not need to be that difficult.