A full portfolio analytics tearsheet — modeled on ranaroussi/quantstats — computed live from real daily prices: risk-adjusted return ratios, drawdown analysis, monthly returns, and rolling risk metrics vs. a benchmark.
Metrics are computed from real daily closing prices, reimplementing the core formulas from the open-source quantstats library (CAGR, Sharpe/Sortino family, drawdown analysis, VaR/CVaR, and more). Risk-free rate is treated as 0%. Returns are price-only (dividends not reinvested).
