Author Topic: New Portfolio Visualizer Tool: http://portfoliocharts.com/calculators/  (Read 5057 times)

sirdoug007

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Just saw this from a post by The Refomed Broker http://thereformedbroker.com/2015/08/04/the-coolest-portfolio-tool-on-the-web/

It's a set of portfolio visualization tools built by an engineer in his spare time! (anybody here?)

It has some cFIREsim like "hurricane" charts as well as a cool tunnel and pixel chart that shows how returns vary over time.

Great stuff!

http://portfoliocharts.com/calculators/

brooklynguy

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Re: New Portfolio Visualizer Tool: http://portfoliocharts.com/calculators/
« Reply #1 on: August 04, 2015, 09:44:58 AM »
(anybody here?)

It was created by our own Tyler -- saw it mentioned in another thread.

Haven't had time to play around with it too much yet, but it looks extremely promising from what I have seen.

sirdoug007

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Re: New Portfolio Visualizer Tool: http://portfoliocharts.com/calculators/
« Reply #2 on: August 04, 2015, 09:49:44 AM »
That is awesome.  A link from thereformedbroker.com will generate a few page views ;)

Great work Tyler!

Tyler

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Re: New Portfolio Visualizer Tool: http://portfoliocharts.com/calculators/
« Reply #3 on: August 04, 2015, 01:03:51 PM »
:)  Thanks, guys.  I feel like a proud father today.

It was kinda crazy to have Josh @ TheReformedBroker contact me out of the blue.  He's truly a nice guy.  I can't say enough good things.  And yes, the page views are suddenly getting a little wild!

If you have any suggestions or requests, feel free to ask.  I can't promise I'll get to them all, but I'm certainly open to input.  I will say that I hope to expand on the retirement tools in the future, as that's a topic near and dear to me as well.

brooklynguy

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Re: New Portfolio Visualizer Tool: http://portfoliocharts.com/calculators/
« Reply #4 on: August 04, 2015, 03:05:58 PM »
Tyler, I've now spent some time playing with the site, and it's really a fantastic set of tools!  I love the visual presentation.

One question - is there a way for users to adjust the time periods in the interactive "Pixel" and "Hurricane" calculators to create longer-dated charts like the ones viewable in the "Lazy Portfolio" section?

Tyler

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Re: New Portfolio Visualizer Tool: http://portfoliocharts.com/calculators/
« Reply #5 on: August 04, 2015, 04:23:28 PM »
Tyler, I've now spent some time playing with the site, and it's really a fantastic set of tools!  I love the visual presentation.

One question - is there a way for users to adjust the time periods in the interactive "Pixel" and "Hurricane" calculators to create longer-dated charts like the ones viewable in the "Lazy Portfolio" section?

Thanks!  Not yet, but it's in the pipeline.  The spreadsheets already exist, but the longer charts are currently larger than the max viewable area of the tools I'm using and start to become clunky to use.  Once I solve that one, you'll see more options.  I definitely want to make a public 30-year Hurricane retirement calculator, for example. 

Tyler

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Re: New Portfolio Visualizer Tool: http://portfoliocharts.com/calculators/
« Reply #6 on: August 07, 2015, 03:07:51 PM »
One question - is there a way for users to adjust the time periods in the interactive "Pixel" and "Hurricane" calculators to create longer-dated charts like the ones viewable in the "Lazy Portfolio" section?

FYI -- The Hurricane calculator has now been updated to display investment periods up to 30 years, so it should be more useful now for studying retirement drawdown performance.

Thanks for the feedback!
« Last Edit: August 07, 2015, 03:16:55 PM by Tyler »

brooklynguy

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Re: New Portfolio Visualizer Tool: http://portfoliocharts.com/calculators/
« Reply #7 on: August 07, 2015, 07:02:39 PM »
FYI -- The Hurricane calculator has now been updated to display investment periods up to 30 years, so it should be more useful now for studying retirement drawdown performance.

Thanks, this is great!  It's nice to be able to see the shorter post-1985 periods overlaid on top of the earlier fully-elapsed 30-year periods, which you can't do in cFIREsim.

I just ran a test using the default $1M portfolio and $40k annual spending on a 100% total stock market portfolio and noticed that the results are significantly better than what cFIREsim reports using the same settings (including a 0.2% expense ratio) for all post-1972 30-year periods (Portfolio Charts shows 186k min / 7.179M max / 4.615k median and cFIREsim shows -279k min / 5.651 max / 4.021 median).  I haven't explored the methodology info yet to attempt to figure out why there's such a big discrepancy, but figured I would point it out here since you may already know the answer without needing to do any digging to find it (maybe there's a big difference in the make-up of the "total stock market" portfolios across the two platforms?).

Tyler

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Re: New Portfolio Visualizer Tool: http://portfoliocharts.com/calculators/
« Reply #8 on: August 07, 2015, 10:31:31 PM »
I haven't explored the methodology info yet to attempt to figure out why there's such a big discrepancy, but figured I would point it out here since you may already know the answer without needing to do any digging to find it (maybe there's a big difference in the make-up of the "total stock market" portfolios across the two platforms?).

Excellent point.  I'm certainly not an expert on cFIREsim, but I'm aware of a few differences.  Most notably, the total stock market on PortfolioCharts is basically VTSMX that includes mid and small cap companies, while cFIREsim is based on the Shiller data which tracks the S&P 500.  The extra small cap weighting in VTSMX boosts returns a little.  For a more direct comparison, use Large Cap Blend.  Beyond that, we appear to also use different inflation data, and it wouldn't surprise me if there were a few differences in calculation methodologies.  Without seeing under the hood, it's hard to know for sure.  Small differences in data can make a noticeable difference 30 years out. 

FWIW, I think cFIREsim is a great tool, too.  I'd recommend using both to get a flavor of retirement scenarios from a few different perspectives. 

EDIT -- Researching your comment also helped me find a bug with the expense ratio calculation.  Thanks!   
« Last Edit: August 08, 2015, 04:59:05 PM by Tyler »

arebelspy

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Re: New Portfolio Visualizer Tool: http://portfoliocharts.com/calculators/
« Reply #9 on: November 05, 2015, 03:01:50 AM »
Bumping this thread for those who haven't seen it, cause this tool is so awesome.

Thanks Tyler!
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