My Personal Portfolio
Write down what you actually hold —which company, how many shares, when and at what price— and this page values it with each day's real price, dividends included, and puts it next to what the model would have picked in your same sector on your same date. It is not a backtest and not a recommendation: it is your portfolio measured with the same rules as the model portfolios. Without an account it is saved in this browser; with one, on any device.
Paste several positions at once
One position per line, in this order: company, shares, date and, if you want, the price you paid. Spaces, commas, semicolons or tabs all work, which is how a broker table comes out when you copy it. With no price we use that day's close. Lines we cannot read stay in the box with the reason: none is dropped silently.
Ticker, number of shares and date. We look up the price; if you paid something else, type it.
Value and gain at the last close, and below it the time-weighted return with dividends, the maximum drawdown, the volatility and every other figure that can be computed with the life your portfolio has. What cannot be measured yet is explained, not filled in.
For each position, the company in your sector that the model scored highest on the date before your purchase, with the same money on the same day. Without looking at today's ranking. It is a look back, not a proposal to sell or buy anything.
| Company | Bought | Shares | Buy price | Current price | Value | Weight | Gain | MOM | VAL | QUAL | GROW | ★ |
|---|
Current price is the last close we have for that company (hover to see which day). Gain is price only: what it is worth today minus what it cost, without dividends; dividends go into the real return further down. Weight is the share of the portfolio's current value each position takes up.
MOM · VAL · QUAL · GROW are that company's scores today in the engine's four factors, in standard-deviation units against the rest of the index: 0 is the average, +1 is one deviation above, −1 one below, clipped at ±3. ★ is the average of the four, the ranking's multifactor score. They are all shown in the same colour on purpose: they describe the company, they are not a signal to sell or to buy. A dash means the company is not in this morning's ranking. These scores describe the company today, not how you have done: an excellent purchase can score low now, and the other way round.
Growth versus the index
Your portfolio, measured with real prices since your first purchase and time-weighted, against RSP — the equal-weight S&P 500 ETF, dividends reinvested. Base 100.
Breakdown
How much each sector and each position weighs over the current value. Concentration is the first source of risk in a small portfolio, before any volatility figure.
The insiders of your companies
What the directors, officers and 10% owners of the companies you hold reported to the SEC on Form 4, from the same history the Insiders section uses. Open-market purchases (code P) are rare: the insider puts their own money in, and there is no reason to do that other than expecting the price to rise. Sales (code S) are common and many run inside a 10b5-1 plan signed months earlier, so they say far less. Here is what they filed; what it means for you is your call.
| Company | Purchases (P) | Sales (S) | Latest transaction |
|---|
Want to hear the same day? Email alerts when an insider buys are switched on from the Insiders page, with a free account. They arrive off and you turn them on, and they cover the whole S&P 500, not just your companies.
Your portfolio's real return
Not a backtest: these are the real prices of the positions you entered, from the dates you bought them, time-weighted so that adding money never counts as a gain, and with dividends included. Periods longer than your portfolio has existed are left blank instead of invented; hover over an n/a and it tells you why.
| 1 day: - | This year: - |
| 1 week: - | 1 year: - |
| 1 month: - | 2 years: - |
| 3 months: - | 3 years: - |
| 6 months: - | 4 years: - |
Your portfolio's real risk
Computed on your portfolio's daily variation. Portfolio ratios (Sharpe, Sortino, beta) need at least three positions; annualized ones (CAGR, alpha, Calmar, Treynor) need a full year. Maximum drawdown, volatility and positive days are always published: they are what happened to the money.
| Sharpe: - | Max drawdown: - |
| Sortino: - | CAGR (annual): - |
| Calmar: - | Volatility: - |
| Beta: - | Alpha (Jensen): - |
| Treynor: - | Positive days: - |
How to read these figures
- Real return (time-weighted)
- The portfolio's daily change is chained together, netting out the money that comes in on each day you buy. That way a new contribution never counts as a gain, and a portfolio you add money to over time can be compared with an index. Dividends are added on the day they are paid.
- Gain at price
- What the shares are worth today minus what they cost. It is your broker's figure before dividends, and it says nothing about when it was earned: 10% in a month and 10% in five years look the same.
- Maximum drawdown
- The worst fall from a peak to the following trough. It is the figure that decides whether you stick with a strategy: a portfolio that ends up ahead after falling 45% is one almost nobody would have held.
- Volatility
- How much the portfolio swings from one day to the next, scaled to a year. Around 15% is normal for a diversified index; 30% or more is a portfolio with few or very lively positions.
- Sharpe and Sortino
- Return above each day's 3-month Treasury bill (^IRX), divided by volatility (Sharpe) or only by downside volatility (Sortino). Above 1 is good; below 0 you earned less than taking no risk. With one or two positions they are not published: they would describe that company, not a portfolio.
- Beta and alpha
- Beta: how much your portfolio moves when the market moves 1% (1.2 amplifies, 0.8 dampens). Alpha: what you earned per year above what your beta would explain. Both are measured against RSP, the equal-weight S&P 500 ETF — not against the size-weighted S&P 500. Model Portfolios and the Simulator use the equal-weight index computed by the engine, because they start in 1998 and RSP did not exist before 2003; where both exist, they move almost alike.
- CAGR, Calmar, Treynor
- Annualized figures: they only appear with at least one year of life. Annualizing four good months means multiplying them by three, and that measures nothing that happened.
- What these figures leave out
- Commissions, spread and taxes. And if you bought before the first day with a quote in our data, that stretch cannot be measured, and it says so.
What the model would have picked
For each position, the company in your same sector that the model scored highest on the rebalance date before your purchase, bought with the same money on the same day and valued at the last close. It does not look at today's ranking: that would be choosing with hindsight. It is a comparison, not advice: it tells you whether the model's criterion would have done better or worse than your pick within that sector. It is not a proposal to sell or buy any of your positions, and it does not take your situation into account.
| Model's pick | Bought | Shares | Buy price | Current price | Value | Gain | MOM | VAL | QUAL | GROW | ★ |
|---|
Real return of the model's pick
Measured exactly like yours: same real prices, same purchase dates, same money, dividends included.
| 1 day: - | This year: - |
| 1 week: - | 1 year: - |
| 1 month: - | 2 years: - |
| 3 months: - | 3 years: - |
| 6 months: - | 4 years: - |
Real risk of the model's pick
With the same minimums as yours: three positions for portfolio ratios and one year for annualized figures.
| Sharpe: - | Max drawdown: - |
| Sortino: - | CAGR (annual): - |
| Calmar: - | Volatility: - |
| Beta: - | Alpha (Jensen): - |
| Treynor: - | Positive days: - |
Price return from your purchase date to the last close, yours and the model's pick. Both without dividends, so the comparison is fair; dividends are in the real-return figures above, for both portfolios.
What this page compares
Write down what you actually hold — which company, how many shares, when and at what price — and the page values it with each day's real close, dividends included. Next to it, position by position, it puts what the model would have bought: the company in the same sector that scored highest the day before that purchase, with the same money and on the same day.
The comparison never looks at today's ranking, which is the usual trap in this kind of exercise: it uses only what was known back then. And both sides are measured the same way: time-weighted return with dividends, maximum drawdown and volatility.
Compared against the 466 companies scored as of Sep 24, 2026.