Portfolio Risk
Marks — last cached close. A name with no mark is excluded from exposure and from weights, never filled at entry.Weights — signed share of gross marked notional (long +, short −). Unrealized P&L soft-misses when cost basis is absent.Equity — seeded NAV₀=1 on the open book: fixed journal weights × daily simple returns over exactly 252 sessions.Risk metrics — same 252-session window, rf = 0, ann. return = CAGR, historical VaR/CVaR. Stress = portfolio β_p × market shock vs SPY (β fallback 1.0 when SPY is missing).Advanced Metrics (Monthly) — compound daily book + SPY price returns from unadjusted Close within each calendar month; Average / Stdev / Sharpe / Sortino / Alpha / Beta at monthly frequency (rf = 0, ddof = 0). Not annualized — distinct from the annualized Risk metrics tiles.Correlation — Pearson of daily simple returns; diagonal 1.00; red → green.Credit gate — when switched on, compares the whole book’s gross to the gate’s allowed equity fraction. It never resizes a position: sizing scales are a separate per-trade control.Portfolio modeling — when on, this page ignores journal open positions and computes risk on a client-only modeled book (localStorage). Empty modeled book soft-fails / shows empty state. Modeled holdings are never written back to the journal.Research / read-only. Not a broker ticket.Research / read-only · marks = last cached close, unmarked names excluded.
Account value$Saved on this device. Scales open risk and exposure as % of the book.
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