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Portfolios
How pfolio builds portfolios, our available strategies and how to set one up.
How we build portfolios
High-level view of the portfolio building process. Overview of the options for portfolio design and an introduction to the portfolio optimisation methods.
Our portfolios
A deep-dive into how we structured our selection of portfolios and how they perform against a major market benchmark.
Setting up a portfolio
How to start a new portfolio—setting its name, base currency, and the advanced options that control how it is built.
Selecting assets for a portfolio
How to define the universe of assets a portfolio is built from—starting with asset lists and narrowing with filters.
Controlling the asset allocation of a portfolio
How to control which of your selected assets a portfolio holds and how they are weighted, and how that allocation changes at each rebalance.
Portfolio Setup advanced settings
How to fine-tune a portfolio beyond its name and currency—the optional settings in Portfolio Setup, and when to change each from its default.
Transaction costs
How to control the transaction costs charged on a portfolio's trades each rebalancing period, so its returns reflect realistic trading costs.
Currency and FX handling
How to control the way assets priced in other currencies are funded and converted into a portfolio's base currency.
Performance and Hedge portfolios
How to balance return and risk by building a portfolio from a Performance Portfolio and a Hedge Portfolio, and how to configure each.
Rebalance frequency
How to set how often a portfolio rebuilds—weekly, monthly, or quarterly—and when in each period the rebalance falls.
Portfolio optimisation
An overview of the six optimisation methods in the Portfolio Builder, and how to choose between them.
Markowitz mean-variance methods
How to choose among the four Markowitz mean-variance methods—Risk Level, Efficient Risk, Efficient Return, and Max Quadratic Utility—and the estimators they share.
Hierarchical risk parity
When to choose Hierarchical Risk Parity—the optimisation method that allocates by clustering assets on correlation, with no expected-return estimate.
Asset allocation constraints
How to set the limits the optimiser must respect when weighting a portfolio—per-asset minimums and maximums, and whether it holds cash.
Asset allocation goals
How to use goals to choose which assets a portfolio holds each rebalancing period, by ranking your universe on the metrics you pick.
Lookback windows
How to set the lookback window—the span of price history a portfolio uses to score goals and estimate risk and return—and the trade-off in choosing its length.
Controlling turnover and adaptation speed
How to control how much a portfolio trades and how quickly it adapts to new market data.
Managing your portfolios
How to manage a portfolio once it exists—finding it on the Portfolios Overview, viewing its configuration, and building, updating, copying, or deleting it.
Portfolio summary
How to read the portfolio summary—a built portfolio's returns, drawdowns, and allocations against a chosen benchmark.
Analysing and comparing portfolios
How to analyse one portfolio and compare several side by side, against each other and a benchmark.
Understanding the allocation charts
How to read the four allocation charts in a portfolio's analysis—what each one shows, and how the Group By setting aggregates them.
How a portfolio rebalances
How a portfolio moves to its new allocation at each rebalance—from re-scoring the universe to applying the trades.
Portfolio glossary
Plain-language definitions of the recurring portfolio-builder terms used across these articles, with links to the article that covers each one in depth.
Portfolio building tips
How to build a robust portfolio and avoid the common pitfalls—what to start from, what to trust, and how to judge the result honestly.
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