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Portfolio Analysis
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Portfolio Analysis

Documentation

Analyze your portfolio's performance, risk, and structure in depth. This tool lets you backtest returns, evaluate drawdowns, and benchmark results against major indices. Whether you're building a new portfolio or reviewing an existing one, you'll get a clear view of what's working and what's not.

Go beyond basic performance metrics:

  • Assess risk-adjusted returns using Sharpe, Sortino, Omega, Calmar, and other ratios
  • Explore monthly returns and dividend
  • Review asset allocation and diversification across asset types
  • See how your portfolio ranks against others on PortfoliosLab based on key performance factors
  • Analyze correlations between assets to understand diversification and risk exposure
  • Compare your portfolio with a benchmark to see how it performs against the market

How to use the portfolio analysis tool

Add your portfolio manually, upload your holdings, or select a saved setup. Choose rebalancing settings, set a benchmark, and adjust currency preferences. Then click Analyze to generate detailed visuals and insights that help you improve performance and manage risk of your portfolio.

Your portfolio is currently empty. You can import holdings, add them manually, or start with a popular portfolio.

What it affects

Portfolio Analysis Settings

 

%

How is this rate used?

Portfolio Asset Allocation

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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Returns By Period

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Monthly Returns

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Expense Ratio

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for Portfolio. This metric is based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderClick Calculate to get results

Dividends

Dividend yield

Portfolio doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

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Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Chart placeholderClick Calculate to get results