Where can one graph portfolio performance over time?
"I've just started using Personal Capital (www.personalcapital.com) after seeing the recommendation at several places.  I believe it gives you what you want to see, but I don't think you can back populate it with old information.   So if you log in and link accounts today, you'll have it going forward. I only put in my investment accounts as I use another tool to track my day-to-day spending.   I use Personal Capital to track my investment returns over time.  How did my portfolio compare to S&P 500, etc.   And here is a shot of the ""You Index"" which I think is close to what you are looking for:" I use Yahoo Finance to plot my portfolio value over time. Yahoo Finance uses SigFig to link accounts (I've linked to Fidelity), which then allows you to see you exact portfolio and see a plot of its historical value. I'm not sure what other websites SigFig will allow you to sync with, but it is worth a try. Here is what the plot I have looks like, although this is slightly out of date, but still gives you an idea of what to expect.
"What are you trying to do Exactly?  What is a covariance ""profile""? (Cov Matrix)?   Also lose the jargon.  From my understanding you want the same covariance in the portfolio, however it doesn't work like that as covariance is an observed matrix. It's hard enough to target variance in a portfolio (see GMV) and to target covariance would be even more difficult. You can attempt to use the weights you have right now in terms of exposures, but LEAPS may give you unwanted theta.   Are you long short or long only? if you're long only the interplay between the positions is rather irrelevent, as right now all that matters are the weights." https://www.hussmanfunds.com/wmc/wmc171009m.png  &gt;The following charts will provide a sense of where the U.S. equity market currently stands. The first chart shows our margin-adjusted CAPE, which as noted above has a correlation of about -0.89 with actual subsequent market returns across U.S. market cycles since the 1920’s.  https://www.hussmanfunds.com/wmc/wmc171009.htm  It will turn, downside potential is historic. "From what I have read from O'Neil to Van Tharp, etc, etc, no one can pick winners more than 75% of the time regardless of the system they use and most traders consider themselves successful if 60% of the trades are winners and 40% are losers.  So I am on the side that the chart is only a reflection of the past and cannot tell you reliably what will happen in the future. It is difficult to realize this but here is a simple way for you to realize it. If you look at a daily chart and let's say it is 9:30 am at the open and you ask a person to look at the technical indicators, look at the fundamentals and decide the direction of the market by drawing the graph, just for the next hour. He will realize in just a few seconds that he will say to him or her self ""How on earth do you expect me to be able to do that?""  He will realize very quickly that it is impossible to tell the direction of the market and he realizes it would be foolhardy to even try. Because Mickey Mantle hit over 250 every year of his career for the first 15 years it would be a prudent bet to bet that he could do it again over the span of a season, but you would be a fool to try to  guess if the next pitch would be a ball or a strike. You would be correct about 50% of the time and wrong about 50% of the time. You can rely on LARGER PATTERNS OF BEHAVIOR OVER YEARS, but short hourly or even minute by minute prediction is foolish. That is why to be a trader you have to keep on trading and if you keep on trading and cut your losses to 1/2 of your wins you will eventually have a wonderful profit.  But you have to limit your risk on any one trade to 1% of your portfolio.  In that way you will be able to trade at least 100 times.  do the math.  trade a hundred times.  lose 5% and the next bet gain 10%.  Keep on doing it. You will have losses sometimes of 3 or 4 in a row and also wins sometimes of 3 or 4 in a row but overall if you keep on trading even the best traders are generally only ""right"" 60% of the time.  So lets do the math. If you took 100 dollars and make 100 trades and the first trade you made 10% and reinvested the total and the second trade you lost 5% of that and continue that win/loss sequence for 100 trades you would have 1284 dollars minus commissions. That is a 1200% return in one hundred trades.  If you do it in a roth IRA you pay no taxes on the short term gains.  It is not difficult to realize that the stock market DOES TREND. And the easiest way to make 10% quickly is to in general trade 3x leveraged funds or stocks that have at least 3 beta from the general index.  Take any trend up and count the number of days the stock is up and it is usually 66-75% and take any down trend and it is down 66-75% of the days.  So if you bet on the the beginning of a day when the stock was up and if you buy the next day about 66-75% of the time the stock will also be up. So the idea is to realize that 1/3 of the time at least you will cut your losses but 2/3 of the time you will be up then next day as well.  So keep holding the position based on the low of the previous day and as the stock rises to your trend line then tighten the stock to the low of the same day or just take your profit and buy something else.  But losing 1/3 times is just part of ""the unpredictable"" nature of the stock market which is causes simply because there are three types of traders all betting at the same time on the same stock.  Day traders who are trading from 1 to 10 times a day, swing traders trading from 1 day to several weeks and buy and hold investors holding out for long term capital gains. They each have different price targets and time horizons and THAT DIFFERENCE is what makes the market move.  ONE PERSON'S SHORT TERM EXIT PRICE AT A PROFIT IS ANOTHER PERSONS LONG TERM ENTRY POINT and because so many are playing at the same time with different time horizons, stop losses and exit targets it is impossible to draw the price action or volume.  But it is possible to cut your losses and ride your winners and if you keep on doing that you have a very fine return indeed." I spent a while looking for something similar a few weeks back and ended up getting frustrated and asking to borrow a friend's Bloombterg.   I wish you the best of luck finding something,  but I wasn't able to.   S&amp;P and Morningstar have some stuff on their site,  but I wasn't able to make use of it.  Edit: Also,  Bloomberg allows shared terminals.  Depending on how much you think as a firm,  these questions might come up,  it might be worth the 20k / year Yes, Alpha Vantage. As MasticatedTesticle points out, it is worth asking where it originally comes from, but it looked to me like a solid source for, in particular, intraday trading data. Additionally, Yahoo finance is done on R (zoo, PerformanceAnalytics libraries don't work anymore as far as I can tell). The numbers look right to me tho, let me know if things are off. Yes, exactly. VaR is just a single tailed confidence interval.  To go from model to strategy, you need to design some kind of indicator (i.e. when to buy and when to short or stay out). In practice, this will look like a large matrix with values ranging from -1 to 1 (corresponding to shorting and holding respectively) for each security and each day (or hour, or minute, or tick, etc.), which you then just multiply with the matrix of the stock returns. The resulting matrix will be your daily returns for each stock, you can then just row sum for daily returns of a portfolio, or calculate a cumulative product for cumulative returns.  A simple example of an indicator would be something like a value of 1 when the price of the stock is below the 30 day moving average, and 0 otherwise. You can use a battery of econometric models to design these indicators, but the rest of the strategy design is essentially the same, and it's *relatively* easy to build a one-size-fits-all back-testing code.  I'll try to edit this post later and link a blog that goes through some of the code.  Edit: [Here](http://www.signalplot.com/simple-machine-learning-model-trade-spy/) is a post that discusses implementing a simple ML strategy. You can ignore most of the content but if you go through the github, you'll see how the ML model is implemented as a strategy.  An even easier example can be found from [the github connected to this post](http://www.signalplot.com/how-to-measure-the-performance-of-a-trading-strategy/), where the author is just using a totally arbitrary signal. As you can see, deriving a signal can be a ton of work, but once you have, actually simulating the strategy can be done in just a few lines of code.  Hopefully the author won't mind me linking his page here, but I find his coding style to be very clean and good for educational purposes. James Roth provides a partial solution good for stock picking but let's speed up process a bit, already calculated historical standard deviations: Ibbotson, very good collection of research papers here, examples below Books "This functionality is widely available, not only on brokerage sites, but also financial management and even financial information sites.  For instance, two of the latter are Google Finance and Yahoo Finance.  If you are logged in, they let you create ""portfolios"" listing your stocks and, optionally, the size of your holdings in that stock (which you don't need if you are just ""watching"" a stock).  Then you can visit the site at any time and see the current valuations." About 10 years ago, I used to use MetaStock Trader which was a very sound tool, with a large number of indicators, but it has been a number of years since I have used it, so my comments on it will be out of date. At the time it relied upon me purchasing trading data myself, which is why I switched to Incredible Charts. I currently use Incredible Charts which I have done for a number of years, initially on the free adware service, now on the $10/year for EOD data access. There are quicker levels of data access, which might suit you, but I can't comment on these. It is web-based which is key for me. The data quality is very good and the number of inbuilt indicators is excellent. You can build search routines on the basis of specific indicators which is very effective. I'm looking at VectorVest, as a replacement for (or in addition to) Incredible Charts, as it has very powerful backtesting routines and the ability to run test portfolios with specific buy/sell criteria that can simulate and backtest a number of trading scenarios at the same time. The advantage of all of these is they are not tied to a particular broker. you could try [FRED](http://research.stlouisfed.org/fred2/graph/?g=HO7), or maybe try the CME and ICE's websites for some decent data.. haven't looked just suggestions - pretty sure the symbol for the Libor futures is EM, you could approximate from that so long as it's not a doctoral thesis Fund performance at NAV (%) for latest quarter, YTD, and average annual total returns for 1, 3, 5, 10 years. P/E ratio (1 yr. forecast), P/B ratio, Beta, Sharpe ratio, Wtd. avg. market cap, fund assets.  I guess I would want to calculate all these things based off of the data that I would be working with. I will assume I am working with daily fund values per share over 10+ years. The Investopedia article you linked to is a good start. Its key takeaway is that you should always consider risk-adjusted return when evaluating your portfolio. In general, investors seeking a higher level of return must face a higher likelihood of taking a loss (risk). Different types of stocks (large vs small; international vs US; different industry sectors) have different levels of historical risk and return. Not to mention stocks vs bonds or other financial instruments... So, it's key to make an apples-to-apples comparison against an appropriate benchmark. A benchmark will tell you how your portfolio is doing versus a comparable portfolio. An index, such as the S&P 500, is often used, because it tells you how your portfolio is doing compared against simply passively investing in a diversified basket of securities. First, I would start with analyzing your portfolio to understand its asset allocation. You can use a tool like the Morningstar X-Ray to do this. You may be happy with the asset allocation, or this tool may inform you to adjust your portfolio to meet your long-term goals. The next step will be to choose a benchmark. Given that you are investing primarily in non-US securities, you may want to pick a globally diversified index such as the Dow Jones Global Index. Depending on the region and stock characteristics you are investing in, you may want to pick a more specialized index, such as the ones listed here in this WSJ list. With your benchmark set, you can then see how your portfolio's returns compare to the index over time. IRR and ROI are helpful metrics in general, especially for corporate finance, but the comparison-based approach gives you a better picture of your portfolio's performance. You can still calculate your personal IRR, and make sure to include factors such as tax treatment and investment expenses that may not be fully reflected by just looking at benchmarks. Also, you can calculate the metrics listed in the Investopedia article, such as the Sharpe ratio, to give you another view on the risk-adjusted return. The portion of a stock movement not correlated with stocks in general is called Alpha. I don't know of any online tools to graph alpha. Keep in mind that a company like Apple is so huge right now that any properly weighted index will have to correlate with it to some degree. I've used BigCharts (now owned by MarketWatch.com) for a while and really like them. Their tools to annotate charts are great. Don't have access to a Bloomberg, Eikon ect terminal but I was wondering if those that do know of any functions that show say, the percentage of companies (in different Mcap ranges) held by differing rates institutionally. For example - if I wanted to compare what percentage of small cap companies' shares are 75% or more held by institutions relative to large cap companies what could I search in the terminal?