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Tutorials

Learn Portfolio Analysis through hands-on examples.

Interactive Notebooks

The best way to learn is by doing. Open these notebooks in Google Colab:

1. Basic Portfolio Analysis

Open In Colab

What you'll learn:

  • Loading historical price data
  • Calculating performance metrics
  • Comparing portfolios to benchmarks
  • Running Monte Carlo simulations
  • Visualizing portfolio performance

Time: ~20 minutes

2. Factor Analysis Demo

Open In Colab

What you'll learn:

  • Understanding Fama-French factors
  • Running factor regressions (CAPM, FF3, FF5, Carhart)
  • Interpreting alpha and factor betas
  • Decomposing returns by factor
  • Rolling factor analysis
  • Factor-aware optimization

Time: ~30 minutes

3. Interactive Portfolio Analysis

Open In Colab

What you'll learn:

  • Using interactive widgets
  • Real-time portfolio adjustments
  • Preset portfolio templates
  • Dynamic visualization

Time: ~15 minutes

Video Tutorials

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Example Portfolios

Classic 60/40

tickers = ['VTI', 'BND']
weights = [0.60, 0.40]

Three-Fund Portfolio

tickers = ['VTI', 'VXUS', 'BND']
weights = [0.50, 0.20, 0.30]

All-Weather Portfolio

tickers = ['VTI', 'TLT', 'IEF', 'GLD', 'DBC']
weights = [0.30, 0.40, 0.15, 0.075, 0.075]

Factor Tilted

tickers = ['VTI', 'VBR', 'VTV', 'MTUM', 'BND']
weights = [0.25, 0.15, 0.15, 0.15, 0.30]
# Tilts: Small-cap value, Value, Momentum

Common Workflows

Workflow 1: Evaluate Your Portfolio

  1. Load your holdings and weights
  2. Calculate performance metrics
  3. Compare to a benchmark
  4. Run factor regression to understand exposures
  5. Generate a tear sheet report

Workflow 2: Optimize Allocation

  1. Define your investment universe
  2. Set constraints (max weight, long-only, etc.)
  3. Run optimization (max Sharpe or min volatility)
  4. Analyze the efficient frontier
  5. Backtest the optimal portfolio

Workflow 3: Factor Analysis

  1. Load portfolio returns
  2. Fetch Fama-French factors
  3. Run regression to estimate betas
  4. Decompose returns by factor
  5. Identify factor tilts and alpha

Streamlit Web App

For a no-code experience, try the Streamlit App:

  1. Select tickers from dropdown
  2. Adjust weights with sliders
  3. View instant performance metrics
  4. Compare to benchmarks
  5. Download results

Getting Help