Paste your positions. You’ll get the same backtest as the main tool, plus a “reality check”: which known risk factors explain your returns, how much your entry date flattered the record, and a rules-based read on what to watch.
Nothing is saved or sent anywhere but the pricing API. Funds are matched to a long-history asset-class proxy (a total-bond fund → the total-bond index); individual stocks use their own record where we have it. Crypto is dropped — no comparable long history.
A rules-based read — not advice. Each point names the number that triggered it so you can weigh it yourself.
Monthly returns correlate 0.98 with US stocks despite the bond allocation — the equity sleeve dominates the risk. If the point of the bonds is ballast, longer-duration Treasuries do more of that job than a total-bond fund.
Depending on which year you'd started, the annualized return ranges from 7.1% to 19.1%. A single headline CAGR hides that. Dollar-cost averaging in narrows the gap.
Almost all of this portfolio's ups and downs come from well-documented exposures — market, size, value, profitability, investment, momentum — not from anything unique. That's reassuring: the historical record for those premia is long.
Portfolio Lab isn’t a licensed adviser and doesn’t know your taxes, timeline, or the rest of your finances. This is a mechanical check on the numbers above, nothing more.
Every monthly return regressed on the Fama–French 5 factors plus momentum, 1996-05–2026-06. This is the standard academic decomposition of "where did the returns come from".
Faded bars aren’t statistically distinguishable from zero (|t| < 2).
96% of the month-to-month variation comes from these six well-documented exposures. The rest is portfolio-specific.
t-stat -1.7. Not statistically different from zero. Treat it as noise.
Rolling 5-year market beta has ranged 0.80–0.99 over the sample — the portfolio’s stock-market sensitivity is not constant.
Same portfolio, same end date, different start year. If these squares aren't roughly uniform, the headline return is partly an accident of when the sample begins.
May 1996 – Jul 2026 · 363 months of history
Growth of $10,000, nominal, rebalanced annual. May 1996 – Jul 2026.
Decline from the prior peak. Worst: -49% (Oct 2007 → Feb 2009, recovered Dec 2012).
72.4% of full years were positive. Partial years at the ends are shown but excluded from that count.
Annualized return over every N-year holding period in the sample — the spread between the columns is how much your entry timing mattered.
| Holding period | Worst | 25th pct | Median | 75th pct | Best | % negative |
|---|---|---|---|---|---|---|
| 1 year351× | -41.6% | +1.1% | +12.9% | +19.0% | +51.3% | 23.1% |
| 3 years327× | -14.4% | +5.0% | +8.8% | +13.3% | +22.8% | 16.5% |
| 5 years303× | -4.0% | +2.8% | +7.7% | +11.1% | +19.5% | 9.6% |
| 10 years243× | -1.2% | +5.5% | +7.7% | +9.5% | +13.3% | 1.6% |
| 15 years183× | +4.1% | +5.4% | +7.2% | +8.5% | +12.4% | 0% |
| 20 years123× | +4.3% | +6.3% | +7.6% | +8.4% | +9.1% | 0% |
Total return through each episode, on month-end data. Real intramonth losses (Oct 1987, Mar 2020) were sharper than monthly figures show.
| Episode | Your portfolio | S&P 500 | 60/40 |
|---|---|---|---|
| Dot-com bust 2000-09–2002-09 | -38.7% | -44.1% | -21.6% |
| Global Financial Crisis 2007-11–2009-02 | -48.7% | -50.9% | -30.7% |
| 2018 Q4 selloff 2018-10–2018-12 | -11.6% | -14.3% | -8.4% |
| COVID crash 2020-01–2020-03 | -18.8% | -20.9% | -11.2% |
| 2022 stocks & bonds 2021-12–2022-09 | -20.9% | -22.1% | -19.0% |
Correlation of monthly returns: 0.98 to US stocks, 0.19 to US bonds. A classic 60/40 over the same window returned 8.1% a year with a -31% worst drawdown. Figures are gross of taxes and of any fees beyond the underlying index funds'. Drawdowns and crisis returns use month-end prices and understate intramonth pain.