Portfolio Simulator & Backtester

Multi-asset portfolio simulator with different metrics and ratios, DCA modeling, and rebalancing strategies.

Core Features
Portfolio Construction

• Up to 5 assets with customizable weights (must total 100%)
  
• Support for any tradable symbol: stocks, ETFs, crypto, indices, commodities
  
• Real-time validation of allocations
  

Dollar Cost Averaging

• Monthly or Quarterly contributions
  
• Applies to both portfolio and benchmark for fair comparison
  
• Model real-world investing behavior
  

Rebalancing

• Four strategies: None, Monthly, Quarterly, Yearly
  
• Automatic rebalancing to target weights
  
• Transaction cost modeling (customizable fee %)
  

Key Metrics Table

• CAGR: Annualized compound return (S&P 500 avg: ~10%)
  
• Alpha: Excess return vs. benchmark (positive = outperformance)
  
• Sharpe Ratio: Return per unit of risk (>1.0 is good, >2.0 excellent)
  
• Sortino Ratio: Like Sharpe but only penalizes downside (better metric)
  
• Calmar Ratio: CAGR / Max Drawdown (>1.0 good, >2.0 excellent)
  
• Max Drawdown: Largest peak-to-trough decline
  
• Win Rate: % of positive days (doesn't indicate profitability)
  

Visualization

• Dual-chart comparison - Portfolio vs. Benchmark
  
• Dollar or percentage view toggle
  
• Customizable colors and line width
  
• Two tables: Statistics + Asset Allocation
  
• Adjustable table position and text size
  

🚀 Quick Start Guide

• Enter 1-5 ticker symbols (e.g., SPY, QQQ, TLT, GLD, BTCUSD)
  
• Make sure percentage weights total 100%
  
• Choose date range (ensure chart shows full period - zoom out!)
  
• Configure DCA and rebalancing (optional)
  
• Select benchmark (default: SPX)
  
• Analyze results in statistics table
  

💡 Pro Tips

• Chart data matters: Load SPY or your longest-history asset as main chart
  
• If you select an asset that was not available for the selected period, the chart will not show up! E.g. BTCUSD data: Only available from ~2017 onwards.
  
• Transaction fees: 0.1% default (adjust to match your broker)
  

⚠️ Important Notes

• Requires visible chart data (zoom out to show full date range)
  
• Limited by each asset's historical data availability
  
• Transaction fees and costs are modeled, but taxes/slippage are not
  
• Past performance ≠ future results
  
• Use for research and education only, not financial advice
  

Let me know if you have any suggestions to improve this simulator.