Compute the beta of a portfolio you supply against a benchmark.

Use this to answer how sensitive a set of holdings is to a market index — "what is my portfolio's beta to the S&P", "is this book more or less volatile than the market". Beta is estimated from daily returns over the lookback window.

You must pass the holdings in; this tool has no access to any brokerage account and cannot look up what someone owns. Weights need not sum to 1. Non-US listings need an exchange code to resolve the right venue.

Returns the portfolio beta, each holding's individual beta, and — importantly — the number of overlapping observations and the date range actually used, which is usually shorter than the range requested because of holidays and listing dates. A beta computed on very few observations comes back with a note saying so, and comes back as null rather than a misleading number when there are too few to estimate at all.

Compute the correlation matrix between sectors of a portfolio you supply.

Use this to answer how diversified a book actually is — "are my sectors moving together", "where is the concentration risk". Each sector becomes a single weighted return series built from its members, and the tool correlates those series against each other.

Every holding needs a sector label; holdings without one are ignored. Weights are used to size members within their sector and default to equal weighting. As with every tool here, you supply the portfolio — nothing is looked up.

A correlation can legitimately come back null: if a sector's members offset each other exactly, its series has no variance and correlation against it is undefined rather than zero.

Match buys and sells FIFO and compute realised and unrealised P&L.

Use this to turn a list of fills into a trade history — "what did I actually make on these trades", "which positions are still open", "what is my realised P&L". Fills are matched first-in-first-out per instrument: a sell consumes the oldest open lots first, and any excess opens a position in the opposite direction, so a sell of 150 against a long of 100 closes the 100 and leaves a short of 50. Longs and shorts are handled symmetrically.

Pass the executions in; this tool cannot fetch anyone's trade history. Realised P&L is converted to your reporting currency at the closing fill's FX rate, which is where the gain is crystallised.

Optionally pass marks (symbol to current price) to get unrealised P&L on whatever remains open. Symbols without a mark are reported with a null rather than being treated as flat.