compare_multiple_portfolios#
API documentation for tradeexecutor.analysis.multi_asset_benchmark.compare_multiple_portfolios Python function.
- compare_multiple_portfolios(portfolios, indexes=None, mode=AdvancedMetricsMode.basic, periods_per_year=365, display=False)[source]#
Compare multiple portfolios.
Assets against each other: BTC vs. ETH
Strategy against index: Strategy vs. BTC
Multiple assets in the same table: Strategt vs. BTC vs. ETH
- Parameters:
portfolios (DataFrame) –
A DataFrame of different daily series of actively trading portfolios.
See
tradeexecutor.visual.equity_curve.calculate_returns().Each portfolio must have the returns series for the same time period, time periods are not matched.
indexes (Optional[DataFrame]) – A DataFrame of different daily returns passive buy and hold indexes.
mode (AdvancedMetricsMode) –
- Returns:
QuantStats comparison of all different returns.
- Return type:
DataFrame