Portfolio lab / backtest

Portfolio Backtesting

Reconstruct a portfolio from adjusted-close history, optional monthly contributions, rebalancing and an explicit additional cost assumption. Returns are time-weighted so deposits do not masquerade as investment performance.

Portfolio Allocation

100%

Settings

Initial Investment

Monthly contribution

Additional annual cost

Advisory/trading drag beyond costs already reflected in adjusted prices.

Start dateEnd date

Rebalancing

Benchmark

Awaiting portfolio inputs

Configure your portfolio and click Run Backtest

Sharpe / Sortino / Calmar / Drawdown chart / Annual returns vs benchmark

Historical simulation is descriptive. It does not optimize allocations or recommend a portfolio.