Portfolio Backtesting

Have a question about your personal investments? No matter how simple or complex, you can ask it here.
Post Reply
Vision6800
Posts: 37
Joined: Wed Feb 08, 2017 8:04 pm

Portfolio Backtesting

Post by Vision6800 » Sun Feb 26, 2017 12:26 pm

I'm using and am thankful for Portfolio Visualizer but find it can have accuracy issues. Are there any others that are free or have a reasonable fee? Thanks.

User avatar
Aptenodytes
Posts: 3751
Joined: Tue Feb 08, 2011 8:39 pm

Re: Portfolio Backtesting

Post by Aptenodytes » Sun Feb 26, 2017 12:48 pm

The Tools and Calculators wiki has a section on backtesting. It only has three entries, but one is the Simba backtesting spreadsheet which is quite a treasure.

When you refer to accuracy problems with Portfolio Visualizer, are you talking about accuracy of the data that the Visualizer uses to drive its tests, or the methodology it uses (in other words, are you seeing bad data and bad outputs or good data and bad outputs? One thing I like about the Simba spreadsheet is that it isn't hard to swap in your own data if you want, for whatever reason.

Vision6800
Posts: 37
Joined: Wed Feb 08, 2017 8:04 pm

Re: Portfolio Backtesting

Post by Vision6800 » Sun Feb 26, 2017 1:12 pm

Aptenodytes wrote:The Tools and Calculators wiki has a section on backtesting. It only has three entries, but one is the Simba backtesting spreadsheet which is quite a treasure.

When you refer to accuracy problems with Portfolio Visualizer, are you talking about accuracy of the data that the Visualizer uses to drive its tests, or the methodology it uses (in other words, are you seeing bad data and bad outputs or good data and bad outputs? One thing I like about the Simba spreadsheet is that it isn't hard to swap in your own data if you want, for whatever reason.
Not sure, I'm referring to the results. For example:

IUSG, purchased 12/06, $2188, PV says $4927 but my account has $4416.
GE, purchased 04/01, $2,285, PV says $2689 but my account has $1,509.

Post Reply