An investment portfolio toolkit

PortfolioTree creates modern, fresh analytics that are customized to your portfolio.

  • Build

    • Add assets like ETFs, Mutual Funds, or Stocks
    • Embed portfolios in other portfolios as if they are assets
    • Use one of 6 different algorithmic policies such as equal risk contribution, inverse variance, and more
    • Customize policy settings like look-back period and rebalancing frequency

  • Analyze

    • Backtest portfolios with daily quote data
    • View returns, historical risk, correlation, risk contribution of each asset
    • Compare returns, risk, and tracking error of your portfolio versus a benchmark
    • See how asset weights have changed over history
    • Evaluate the risk and return of each asset versus the portfolio and see other possible outcomes from different weighting choices
    • Analyze exposures to customizable factors and compare factor return attribution of portfolio to benchmark

  • Implement

    • Quickly calculate how many shares of each asset to buy/sell to implement a favorite portfolio

Portfolio Tree Charts

Open Source

We are committed to publishing open source software with permissive licenses. Some of the software that powers this website is available on GitHub as source code. We welcome contributions, code review, and feature requests.

Checkout our Profile on GitHub

Repositories and Packages

Portfolio

A Go package for managing portfolios and calculating performance metrics. We use it for return data manipulation and performance calculations.

Please create issues on the portfolio repository for feature requests or bug reports.

Go Reference