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Port Viz

In Backtest Porfolio Allocation
If show Income = Y and Reinvest Div = N, then see dividend income for multiple years under Exposure tab starting "Return Contribution includes $XX cash disty from dividends that were not reinvested".
Great new feature. You can mix/match a portfolio of tickers. You no longer have to add each month up separately over the desired timeframe.


  • That is a nice feature. I had no clue that it was new however, I just figured that it had always been there and I was clueless on how to implement it.
  • Who would like to provide a tutorial on how to use this tool?

  • I assume that you are talking about this page: Backtest Portfolio Asset Allocation It's a way to back test the performance results of a real or hypothetical portfolio. At it's simplist it works as follows.

    1) The first 10 lines are hopefully self-explanatory. Just make your selections. As noted above, if you choose to display income it will insert a new line for you to select whether you wish the dividends reinvested or not.

    2. Portfolio Assets

    A. Enter the ticker symbols of ETF's or Mutual funds of interest. For example you could compare a 10-year investment in PRWCX vs. VFINX vs. any other large cap blend fund ( I chose PRBLX).

    B. I chose 3 separate portfolios each containing only a single fund (i.e. 100% of the assets). However you could put one-third in each or have a portfolio with a 50-50 split, however you want to split it up. The Portfolio value total must add up to 100%

    3. Select Analyze Portfolios.

    4. Here is a link to this example. If it works you can scroll around to see where the entry's were made and even substitute the funds and percentages. Give it a go.
  • @newgirl
    I've not spend enough time with Portfolio Visualizer to offer more than Mark's great input.
    I obtain a lot of help and benefit from "show and tell" found on YouTube. There is a massive amount of choices regarding investments and money. You'll find a few here and there, depending upon the subject, that are borderline infomercials; but still present info of value. But, there is much useful information. Pick a topic, any topic; and then plan your schedule accordingly.

    Portfolio Visualizer, numerous videos

    Take care,
  • Well shoot, the attempted link does not show the input values. Try this after you open the link.

    1. Walk through the first 10 lines making your choices.
    2. In the Portfolio Assets section enter PRWCX as your first ticker. Tab over and enter 100 in the first Portfolio column.
    3. Enter VFINX as your second ticker. Tab over to the second Portfolio column and enter 100.
    4. Finally enter PRBLX as your third ticker. Tab over to the third Portfolio column and enter 100.
    5. Select Analyze Portfolios.
  • @bee - Thank you! I thought there must be a way to do it because I've seen them on MFO discussions before. I just wasn't seeing the hyperlink you mentioned.
  • This is such a great tool. I do have to substitute some of my funds with Vanguard comparable to get it to go back far enough. For example FXAIX only goes back to 2011 or 2012 while VFIAX back to 2000 I believe. I like backtesting porfolios that includes 2008. This can be challenging or impossible if you have a fair number of "newer" funds or funds less than 13 years old.
  • edited February 2021
    Just interested in feedback from anyone using Portfolio Visualizer on a regular basis to backtest portfolios. I've been playing with it non-stop (it seems) and I've managed to craft a 401k portfolio that performs the best with the least downside. I've substituted 2 Fidelity funds with Vanguards because of the age of the funds and I wanted to go back to 2008. So - VFINX for FXAIX and VGTSX (corrected) for FSPSX and that allows me to backtest to an earlier date.

    Past results do not = future BUT ... this tool is really handy (it seems) to see what your worst year would have been. I'm curious if anyone puts a lot of weight on this tool when determining their portfolio mix or any other tips you might have.
  • msf
    edited February 2021
    I think you mean VGTSX instead of VGSTX. Though that's not a great match for FSPSX, as the Vanguard fund includes investments in emerging markets and in Canada, while FSPSX tracks the narrower MSCI EAFE index. VDVIX is closer, but it also includes Canada and Korea (which MSCI still considers an emerging market outside of its EAFE index). You might try TCIEX instead.

    Data mining is good for testing hypotheses, not so good for crafting solutions. The approach is circular - one finds the optimal portfolio as defined by the data by using that data to select the portfolio.

    It's better for what you later suggest - seeing how well your portfolio would have performed - as opposed to designing a portfolio to look good with historical data.
  • @MSF yes I can be dyslexic maybe with fund tickers. . . I DID mean VGTSX. And I did mean how well it would have performed. Although... can't I "infer" how well it will do in the future via the historical? If 2008 was terrible and we suffer a similar crash in the future, it will suffer the same or similar? Thanks for the response. I'll try TCIEX too and see the impact.
  • edited February 2021
    I use Pviz and Stockcharts "PerfChart" dropdown to compare all of the funds I read on various message boards. I always compare equity funds to VTSAX (total stock) and bonds to VBILX (Int Term index) -- I have found over time very few beat them.
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