Portfolio Analysis
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 symbols, add them manually, or select from an existing portfolio.
Portfolio Analysis Settings
Portfolio Asset Allocation
Click Calculate to get resultsPerformance
Performance Chart
Click Calculate to get resultsReturns By Period
Click Calculate to get resultsMonthly Returns
The table below presents the monthly returns of Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Click Calculate to get resultsExpense Ratio
Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Click Calculate to get resultsDividends
Dividend yield
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.
Click Calculate to get resultsWorst Drawdowns
Click Calculate to get resultsVolatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Click Calculate to get results