Tools for BetterPortfolio Management

Analyze portfolios with institutional-grade workflows, and explore a range of possible futures with research-grade simulation methodologies.

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Focused research tools for the questions behind your portfolio decisions.

Factor Regression

Measure portfolio returns against academic factors and inspect residual diagnostics.

Principal Component Analysis

Understand common risk dimensions, variance concentration, and portfolio component exposure.

Lump Sum vs DCA

Compare investing a lump sum immediately with investing it in equal installments across history.

Backtest Optimizer

Find portfolio weights that optimize a chosen historical return or risk measure.

Rolling Optimization

Backtest portfolios whose weights are reoptimized through history using a selected model and lookback.

Efficient Frontier

Review risk and return tradeoffs across feasible portfolio allocations.

Time Value of Money

Solve for present value, future value, payment, interest rate, or number of periods.

Optimal Daily Leverage

Study leverage choices with explicit financing and volatility assumptions.

Rebalancing Sensitivity

Test how rebalance timing and policy choices affect historical outcomes.

Start Year Sensitivity

Compare complete historical outcomes across every eligible start year and holding period.

Custom Time Series

Create custom ticker aliases from uploaded daily return data with optional backfill and forward fill.

Safe Withdrawal Rate

Estimate sustainable withdrawal rates across historical portfolio return windows.

Sequence of Returns Risk

Measure how return order affects accumulation outcomes across historical scenarios.

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