Paper trading
Simulated portfolio — paper trading only. No real capital is invested; all positions, trades and dollar values are hypothetical and for educational purposes. Nothing here is investment advice.
Portfolio Analytics Group | Published by Matthew McDougall Fall ’26
Portfolio Monitor (simulated)
Cumulative Return vs. Benchmark
Time-weighted, net of fees, rebased to the start of the selected time frame. External capital flows are excluded from the numerator.
Portfolio
Benchmark
Holdings
Every position, each desk's cash included, ranked by market value at the end of the selected time frame — so the order moves as positions gain and lose value, and updates with every new transaction sheet and every nightly rebuild after the close. Weight is a share of the whole portfolio, or of the desk when one desk is selected. Option legs roll up into their strategy; click a strategy to see its legs, and any row to open it.
P&L % is the time frame's P&L over the capital the position had at risk in it: its value at the start plus any money added during the time frame. HPR is the holding-period return for the life of the position to the end of the time frame: lifetime P&L over all the capital it has needed. Futures are fully funded, so they hold their notional value as market value.
Select a row above to open it.
Desk Performance
Each desk's own NAV — its allocated capital, the cash its trades moved, and what it holds. Every figure follows the time frame selected above. Pick a desk to see it against its own benchmark. The Sharpe ratio is annualised from daily returns in excess of the risk-free rate.
Options Book
Every open option strategy with its net Greeks: delta in underlying units, delta exposure in dollars, gamma per $1 move, vega per volatility point, theta per day. Click a strategy to open it — each leg with its Greeks, the strategy's net Greeks, and how the legs and the net position have moved over the selected time frame.
Fixed Income Risk
Modified duration, convexity and DV01, with the income the book has actually received — coupons and fund distributions kept apart, because they are different things.
Exposure by Sector
Gross exposure as a share of NAV: notional for futures, delta-adjusted for options so the two legs of a spread cannot double-count the underlying.
Component VaR by Sector
Euler decomposition — each sector's contribution to total portfolio VaR. Sums to the total, so a diversifying sector can read negative.
Stress Scenarios
Instantaneous revaluation. Options repriced with delta and gamma; rate exposure through DV01.
Income Received
Dividends, bond coupons and cash-sweep interest, by the desk that earned them, for the time frame selected above — accrued from the blotter, not typed in. The total beside each desk is its income over that time frame.