Portfolio Visualizer

What it is

Portfolio Visualizer answers one question in about twenty variations: what would this mix of assets have done. Type tickers or pick asset classes, set weights and a rebalancing rule, and get CAGR, standard deviation, Sharpe, Sortino, maximum drawdown, rolling returns and a growth chart back to whenever the data starts.

The breadth around that is the actual product. Backtest Asset Allocation works on asset-class series, Backtest Portfolio on tickers. Monte Carlo Simulation projects forward from historical, statistical, parameterised or forecast returns, with fat-tailed distributions and a bootstrap option; Financial Goals and Asset Liability Modeling put cashflows against it. Portfolio Optimization, Efficient Frontier, Black-Litterman and Rolling Optimization solve for weights. Factor Regression runs Fama-French, Carhart, q-factor and AQR models against a fund or a portfolio, with performance attribution beside it. Fund Screener, Fund Performance and Asset Correlations cover the research end, and six tactical allocation models — moving average, momentum rotation, dual momentum, adaptive allocation, market valuation, target volatility — are canned strategies you parameterise rather than code.

SRL Global has owned the site since 2024 and the tooling now doubles as the front end of an institutional analytics product, but the name, the disclosures and the support form are still Portfolio Visualizer's.

Pricing

Free needs no login and withholds three things: saving, exporting and history. Portfolios cap at 15 assets, and a ticker backtest prints "The time period of the results is limited to 10 years for free tier accounts" — a VFINX run requested from 1985 on 13 September 2026 came back as Jan 2017 to Aug 2026, the current month excluded. The asset-class allocation backtest is not capped that way: the same session returned Jan 1972 to Aug 2026. There is no quota on how many analyses you run.

Basic is $30 a month and Pro $55, both billed annually with no month-to-month option offered. Basic raises the cap to 150 assets with year-to-date results, saves 50 models and unlocks Excel/CSV/PDF export and asset backfills. Pro raises saved models to 150 and adds custom return series, management fees, saved capital market assumptions, customised tax assumptions, branded PDF reports and team account sync — and is the only tier licensed for commercial use. Sign-up gives 14 days of everything.

Data & coverage

Monthly asset-class series begin in January 1972 and are stitched — academic data first (Kenneth French's library, AQR, Alpha Architect, q-factors, Novy-Marx), then a representative index fund from the year it launched, sourced row by row in the FAQ. Thirty-eight series: US size and style boxes, international and emerging markets, the Treasury curve, TIPS, munis, corporates, high yield, global bonds, REITs, gold, precious metals, commodities. No crypto.

Security-level data for US and Canadian stocks, ETFs, mutual funds and closed-end funds comes from Morningstar and CSI. Individual tickers reach back to their own inception — VFINX to September 1976, AAPL to January 1990. The default market region is North America and Canadian tickers resolve; the sign-up form also lists Europe, United Kingdom, Australia and India as market regions, which an anonymous session cannot reach — a London line came back as "Unknown symbol".

Integrations

None worth the name. Portfolios are typed in or imported from a file; results leave as CSV, Excel or PDF on a paid plan and not at all on the free one. Pro accounts can import a custom daily, monthly or quarterly return series as an asset or benchmark, which is the only route in for anything the catalogue does not carry.

Limitations

• No API, no Python client, no MCP server, no webhooks. Nothing here is scriptable.
• The free tier's 10-year cap lands exactly where a long-horizon question lives, and it applies to the ticker backtest, the module most people arrive for.
• Everything is monthly. Portfolio returns, risk metrics and drawdowns are computed from month-end balances, so intra-month drawdowns are invisible.
• US-centric by construction. The tax model is US federal, state, dividend, capital gains and the ACA surtax; inflation is CPI-U; and customised tax assumptions are Pro-only anyway.
• No crypto, no options, no futures, no individual bonds.
• A factor regression over a window you picked describes that window, and nothing more. The site agrees: every output is labelled hypothetical and educational, and the vendor states it is not registered with any regulator.
• Commercial use requires Pro. Client reports off a Basic plan are outside its licence.

Alternatives

Portfolio Charts answers the same allocation question from a fixed set of asset classes, free and with no account. cFIREsim and the withdrawal simulators go deeper on retirement and shallower on factors. For simulating a strategy's entry and exit rules rather than a static mix, backtesting frameworks is the right shelf. Which of the five modules you actually use, and which of them have free permanent substitutes, is worked through in what to use instead of Portfolio Visualizer.