compare_portfolios
Compare two to five portfolios head-to-head across key risk and return metrics to evaluate trade-offs and refine allocations.
Instructions
Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| portfolios | Yes | Two to five named portfolios to compare head-to-head. Each needs a unique name and a list of positions. Min: 2, max: 5. | |
| period_days | No | Lookback period in trading days used for return and risk calculations. 252 = ~1 year. Range: 30-1260. Default: 252. | |
| confidence_level | No | VaR confidence level as a decimal, e.g. 0.95 = 95%. Range: 0.01-0.99. Default: 0.95. |