All-weather allocation monitor

Portfolio Dashboard

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Total value
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USD
Initial capital
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Backtest base when shares are zero

Performance

Portfolio price, total return, and benchmark on a wide-screen canvas

Drawdown (Total return)

Portfolio and benchmark drawdown on the same time axis

Performance metrics (Total return)

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Metrics are computed from daily total return (adjusted close). Sharpe uses the configured risk-free symbol when available.
Metric Portfolio Benchmark Diff

Yearly return and max drawdown

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Computed from daily total return (adjusted close) within each calendar year. The first and last year may be partial given the selected range.
Year Portfolio return Benchmark return Return diff Portfolio max DD Benchmark max DD Max DD diff

Daily returns

Daily return is based on total return value (adjusted close). Values are end-of-day.
Date Portfolio Benchmark Diff Portfolio value Benchmark value

Dividends

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TTM yield
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Portfolio, annualized

TTM yield

Dividend events use ex-dividend dates from Yahoo Finance. Estimated cash uses model shares at each ex-div date under the selected rebalance schedule.
Date Symbol Amount / share Est. cash

Holdings

Market value and day PnL are computed from a model portfolio using initial capital and target weights. Target shares are an estimate based on the latest available price.
Symbol Price Prev close Market value Day PnL Current wt Target wt Target USD Target shares TTM dist Dist yield Last ex-div Rebalance USD