Portfolio Analytics
Metrics and Formulas
| Metric | Formula |
|---|---|
| ROI | (Current Value - Cost) / Cost × 100 |
| P&L | Current Value - Cost Basis |
| CAGR | (End/Start)^(1/years) - 1 |
| Daily Return | (P_t - P_{t-1}) / P_{t-1} |
| Monthly Return | (P_end - P_start) / P_start |
| Alpha | Portfolio Return - (RiskFree + Beta × (Market - RiskFree)) |
| Beta | Cov(Portfolio, Market) / Var(Market) |
| Volatility | StdDev(daily returns) × √252 |
| Sharpe Ratio | (Return - RiskFree) / Volatility |
| Max Drawdown | Max(Peak - Trough) / Peak |
Benchmarking
Portfolios compared against configurable benchmarks (S&P 500, custom indices).