Portfolio Setup & Construction
Configure asset timelines and buy/sell transactional schedules
Backtest Configuration
Define index benchmark reference, inflation parameters, and risk-free rates.
Asset Weights Allocation (%)
Capital allocation map representing the original cost basis invested in each stock, not current market value.
Asset Transaction Ledger
Configure positions. Set dates and quantities, then click Ingest & Run Calculations to compile live data and backtest.
Active Positions
Currently held open assets representing unrealized capital gains and losses.
| Stock Name | Entry Date | Entry Price (Adj Close) | Current Price (Adj Close) | Holding Period | Invested Amount (₹) | Current Value (₹) | Unrealized Profit/Loss (₹) | HPR (%) | CAGR (%) | XIRR (%) | Wealth Multiple | Portfolio Weight (%) |
|---|
Closed Positions
Fully exited holdings representing realized capital gains and losses.
| Stock Name | Entry Date | Exit Date | Entry Price (Adj Close) | Exit Price (Adj Close) | Holding Period | Invested Amount (₹) | Exit Value (₹) | Realized Profit/Loss (₹) | HPR (%) | CAGR (%) | XIRR (%) | Wealth Multiple |
|---|
Individual Stock Price Performance (Adj Close)
Individual constituent adjusted close spot prices rebased to 100 compared to the selected index baseline (Base 100).
Rolling Peak-to-Trough Drawdowns (%)
Track real-time capital preservation profiles and system recovery duration.
Portfolio Performance Analytics
Comprehensive quantitative evaluation of returns and risk exposure metrics.
Portfolio Value Contribution (%)
Constituent asset contributions to the final portfolio valuation.
Risk & Volatility Analytics
Advanced metric breakdown calculated inside background Web Worker threads.
| Parameter Metric | Portfolio | Benchmark Index |
|---|---|---|
| Geometric CAGR (%) | -- | -- |
| Annualized Volatility (%) | -- | -- |
| Daily Standard Deviation (%) | -- | -- |
| Coefficient of Variance (CV) | -- | -- |
| Diversification Ratio | -- | -- |
| Sharpe Ratio | -- | -- |
| Distribution Skewness | -- | -- |
| Excess Kurtosis (Tail Risk) | -- | -- |
| Historical daily 95% VaR (%) | -- | -- |
| Historical daily 99% VaR (%) | -- | -- |
| Conditional VaR (95% Expected Shortfall) | -- | -- |
| Conditional VaR (99% Expected Shortfall) | -- | -- |
Symmetrical Pearson Correlation Heatmap
Cross-sectional price correlation between portfolio assets.
Portfolio Benchmark Regression Analysis
Linear regression & correlation analysis evaluating systematic equity risk coefficients.
Historical Performance Table analysis
A highly granular virtualized data grid presenting aggregate and individual stock curves day-by-day.